The purpose of this review was to identify and summarize research that has been conducted on the potential impact of physical education (PE) on students’ feelings of anxiety, depression, and stress. This review followed the PRISMA Extension for Scoping Reviews guidelines. Twenty-seven articles were identified from four databases: Academic Search Complete, APA PsycInfo, ERIC, and SPORTDiscus. Key findings indicated caring, task-involved climates were more likely to be related to reduce feelings of anxiety, depression, and stress, while ego-involving climates were related to heightened symptoms of mental distress. This review demonstrated that participation in PE had an unclear relationship with students’ mental health. To improve the understanding of the relationship and potential impact of PE on students’ mental health, future researchers should apply more rigorous methods to account for environmental factors of the school, program characteristics, social influences, physical activity intensity, and the quality of PE programs.
