Introduction: Anxiety and depression are disorders that may arise when an individual enters higher education, a pivotal moment in their professional career, leading to various changes in behavior and lifestyle and potential consequences such as specific routine alterations, reduced levels of physical activity, and limited free time for social life and leisure. The psychological challenges manifest across various spheres of the student's life: physical, social, emotional, cognitive, and academic performance. Objective: To describe the prevalence of anxiety and depression, the level of physical activity, and the quality of life among undergraduate students in physical education from a university in northeastern Brazil. Methods: A descriptive, cross-sectional study was conducted with 120 (22.3±4.4 years) undergraduate (56) and bachelor (64) students in physical education. The International Physical Activity Questionnaire, the Hospital Anxiety and Depression Scale Questionnaire, and the WHOQOL-bref Questionnaire were administered to one hundred and twenty students enrolled in the Physical Education course at the State University of Paraíba. Results: There is a prevalence of anxiety and depression among the students. Highly active or active students showed lower prevalence of anxiety and depression compared to irregularly active and sedentary ones. Regarding the students' quality of life, the social relationship domain presented a higher score while the physical domain had the lowest, however, all above 50% of the total score. Conclusion: Higher education students in undergraduate and bachelor's programs in physical education from a northeastern Brazilian university exhibit few anxious and depressive symptoms, high levels of physical activity, and good quality of life.