Abstract The purpose of the study was to compare anxiety, depression, self-efficacy and mood between students at the Faculty of Physical Education in Poland and Algeria during the Third Wave of the COVID-19 Pandemic, as well as to compare the intensity and quantity physical activity. It was also important to examine relationships between self-efficacy and other psychological variables, and self-efficacy and physical activity in the two groups. The following questionnaires were used to assess psychological constructs, self-efficacy and physical activity level: Mood State Profile (POMS), depression (Beck Depression Inventory), anxiety states (STAI), self-efficacy (GSES), a physical activity questionnaire. The research results show that there where statistically significant differences between Polish and Algerian students in anxiety and mood state. There were also statistically significant differences between the groups in the intensity and quantity physical activity. Based on the results of students’ self-efficacy in relation to states of mood, it turned out that anger and vigour are a significant predictor of a sense of self-efficacy of Algerian student, but among polish students only vigour is a significant predictor of a sense of self-efficacy. The comparative study showed statistically significant differences in each of the mood scales. In data on physical activity during the pandemic, all variables showed statistical significance, but physical activity did not turn out to be a significant predictor of psychological variables in the study. It can be assumed that undertaking increased physical activity is a kind of preventive measure in reducing mood disorders and relieving depressive episodes.