ABSTRACT The study aimed to evaluate whether a 12-week physical exercise intervention would improve psychological resilience and mental ill-being (e.g. internalising and externalising symptoms) in medical-naïve children with Attention-Deficit/Hyperactivity Disorder (ADHD). In a parallel two-group randomised controlled trial (RCT) design, 30 children between 8–12 years (Mage = 8.62 ± 1.37) formally diagnosed with ADHD were assigned to a 12-week physical exercise intervention group (three sessions per week for 60 mins, moderate-to-vigorous physical activity [MVPA] intensity) or a control group (treatment as usual). Psychological resilience was measured by a self-reported Chinese version of the 25-item Connor-Davidson Resilience Scale, and mental ill-being was assessed by a parent-reported Chinese version of the 113-item Achenbach’s Child Behavior Checklist. The 12-week physical exercise intervention with MVPA level revealed a significant improvement in psychological resilience (F = 4.82, p = .038) and a significant reduction in internalising symptoms (e.g. anxiety/depressed, withdrawn/depressed, and somatic complaints) (F = 7.11, p = .013) and externalising symptoms (e.g. rule-breaking behaviour and aggressive behaviour) (F = 21.09, p < .001) in the intervention group but not in the control group. Moderate correlations were revealed between the changes in psychological resilience and the changes in internalizing (r = -.557, p = .031) and externalising symptoms (r = -.647, p = .009) in the intervention groups (n = 15). The findings of this study provide initial support for the efficacy of physical exercise intervention on psychological resilience and mental ill-being and for the potential mechanisms of psychological resilience under the effects of exercise-induced mental ill-being improvements in children with ADHD.