Selecting the most efficient type of physical activity that improves mental health can assist in choosing appropriate interventions. Hence, the objective of this study was to evaluate the associations between physical activity and its various aspects, including weekly physical activity, weekly walking and exercise sessions, and the frequency of walking and exercise per week, with the mental health of Chinese adults. This cross-sectional study was carried out in Hangzhou (2023) involving 512 adults aged 18 and 64. Each participant received a self-completed questionnaire comprising three sections. The initial section focused on gathering basic information about the participants, such as gender, age, annual income, and marital status. The second section consisted of the 12-item General Health Questionnaire (GHQ-12), which aimed to evaluate the mental health status of the participants. Lastly, the third section included the International Physical Activity Questionnaire-Short Version (IPAQ-SV), which assessed the metabolic equivalent (MET) of activities like walking, moderate-intensity exercises, and high-intensity exercises. The study found that mental health problems affected 25.74% of adults, while physical inactivity was prevalent in 49.63% of adults. The statistical model was highly significant (F = 25.143, p < 0.001), suggesting that at least one predictor has a significant impact on mental health. The model accounted for 39% of the variance in mental health, with all variables showing predictive value. Notably, the number of walking days per week emerged as the most influential predictor of mental health (β = -0.392), followed by level of weekly physical activity in MET, the number of exercise training sessions per week, weekly exercise training in MET, and weekly walking in MET (β = -0.312, -0.301, -0.212, and -0.202, respectively). Adults can allocate more days per week to walking and their usual physical activity to improve their mental health.