On the basis of self-efficacy theory, self-control theory and psychological resilience theory, this paper discusses the relationship between physical exercise, self-efficacy, self-control, psychological resilience and Internet addiction among adolescents in Beijing. A convenience sampling method was used to conduct a questionnaire survey on physical activity and Internet addiction among 466 adolescents from first to third year in 10 high schools in Beijing, of which 41% were girls and 59% were boys; 1.9% of students were 14 years old, 42.5% were 15 years old, 23.4% were 16 years old, 31.3% were 17 years old and 0.9% were 18 years old. Using the research methods of the literature, correlation analysis and multiple intermediary structure model, this paper constructed and tested the multiple intermediary model between physical exercise and Internet addiction. The results show that physical exercise can significantly predict self-efficacy, psychological resilience and self-control; self-efficacy, psychological resilience and self-control significantly interfered with Internet addiction behaviour; there was a significant difference in the total effect of multiple intermediaries; the effect value was -0.173; the specific indirect effects of self-efficacy, psychological resilience and self-control had intermediary effects in the relationship between physical exercise and Internet addiction; and there was no difference in specific indirect effects. This paper puts forward some countermeasures and suggestions to prevent teenagers' Internet addiction from cultivating, such as through good sports activities, thereby improving their Internet addiction. We should actively strive to improve teenagers' deep understanding of the effect of physical exercise and gradually form physical exercise habits, with sports addiction replacing Internet addiction.