Objectives: This study explored the relationships among physical activity (PA), Body Mass Index (BMI), and physical fitness in junior high school students in Shanghai. Methods: A nationwide online survey was conducted in Shanghai between February and June 2023, using a randomly stratified sampling design. A total of 403 questionnaires were administered to 10 ninth-grade classes in 10 schools in Shanghai. A total of 372 students completed the questionnaire, and detailed responses were included in the final analysis. The corresponding numbers matched their physical fitness scores. Using Smart-PLS 4.0, structural equation modeling techniques were employed to analyze the collected data. Results: Light physical activity (LPA) does not influence BMI, 800/1000 meters (800/1000M), sitting forward bend (FB), standing long jump (SLJ), 50 meters (50M), or vital capacity (VC). The results of H2 (β=-0.106, t=1.961, p=0.05), H10a (β=0.118, t=2.426, p=0.015), H10c (β=0.14, t=2.472, p=0.013), H11a (β=0.155, t=3.255, p=0.001), H3 (β=0.134, t=2.353, p=0.019), H11c (β=-0.123, t=2.413, p=0.016), H4 (β=-0.301, t=4.963, p=0.000), H5 (β=-0.368, t=5.571, p=0.000), H7 (β=-0.480, t=9.023, p=0.000), and H8 (β=0.279, t=5.812, p=0.000) supported our hypothetical model and explained that BMI can affect 50M, 800/1000M, SLJ, and VC.