Mental health problems are a significant concern that affects quality of life, but they often go unnoticed, disregarded or untreated. There is a growing body of evidence that recognizes the positive effects of physical activity on mental health and mental health problems that are on the rise such as anxiety, depression and stress. The literature examines the effects physical activity has on several dimensions of mental health --self-esteem, self-efficacy, levels of serotonin, and sleep -each contributing to the well-being of the individual. Additionally, the evidence highlights that mental health disorders including those of anxiety, depression and stress are typically treated with medication and psychotherapy. However, some participants prefer an alternative approach, which strengthens the need to increase treatment options when dealing with mental health. Ultimately presenting how physical activity may play an important role in the management of mental disorders and is the least of invasive options that allow the participant to remain in the most control if they are willing, motivated and physically healthy enough to engage in a physical activity program. Lastly, this research will present an evaluation on the use of physical activity as a modality for addressing mental health illness and improving mental health. Also included are recommendations for social work practice, policy and research because by incorporating or considering exercise as a treatment, social workers will broaden choices for a growing population that feels that their options are limited.