Aim. Four out of five adolescents worldwide are physically inactive based on recommended standards. We determined whether physical activity is associated with lower behavioral challenges in adolescents to promote buy-in from stakeholders. Methods. We conducted a cross-sectional study among 187 adolescent learners (12–18 years) from three government schools in KwaZulu-Natal Province, South Africa, from January-March 2020. We fitted linear regression models between the Strengths and Difficulties Questionnaire scores (total, internalizing, externalizing and prosocial) and hours of physical activity exposure, adjusting for demographic covariates and depression history. Results. The median age was 14.4 years (Interquartile range=1.36) and 75.9% were females. Overall average and weekday physical activity were each associated with lower total and externalizing but higher pro-social scores. Depression was associated with higher inactivity scores (total, internalizing and externalizing). Conclusions. Physical activity is critical for healthy adolescent hood and needs to be actively included in childhood development.