Adolescents' general Mental Health (MH), that involves factors like emotional stability, self-esteem, coping mechanisms, and the absence of MH conditions like depression and anxiety, is referred to as Psychological Health (PH). It includes elements that support resilient and healthy mental functioning. This study demonstrates exercise's role in fostering PH and Cognitive Growth (CG) throughout this critical development period. The beneficial effects of Regular Workouts (RW) on PH include decreased depressive and anxiety symptoms, better stress management, increased self-esteem, and body image, and better sleep. There are 163 adolescents aged 15 to 16 who took part in the study. This study assessed that a group of adolescents' Physical Activity (PA) and Physical Fitness (PF) correlated with their CG and psychosocial functioning. The research variables were measured using the General Self-Efficacy (GSE) Scale, the D2 Attention Test, the Form 5 Self-Concept Questionnaire (AF5), and the General Health Questionnaire (GHQ-28). The study findings suggested a beneficial association between PA and PF and the cognitive and psychosocial functioning of the investigated adolescents. Adolescents that exercised more, for instance, performed better on tests of Processing Speed, general self-efficacy (SE) and in selective attention, additionally, test results used to evaluate cognitive capacity and psychosocial factors were best predicted by cardio-respiratory fitness. Because of the consequences for different aspects of adolescent health and development, these results emphasize the need to encourage PA among adolescents.