Abstract Background Adolescent mental health is a critical public health concern. Physical activity has been shown to reduce risk of negative mental health outcomes. However, in adolescents little is known about the dose-response nature of this relationship. This study aims to fill this gap by examining the association between varying levels of self-reported physical activity and the odds of reporting depressive symptoms and poor mental health, among US high school students. Methods This is a cross-sectional study using data from the 2021 Youth Risk Behavior Survey. Physical activity exposure was assessed as students’ self-reported weekly frequency of ≥ 60min moderate-to-vigorous physical activity (MVPA), as well as frequency of participation in muscle-strengthening activities, sports teams, and physical education (PE) classes. For the dose-response analysis three categories were created for each item. Depressive symptoms and poor mental health were measured using established survey items. Multivariate logistic regression risk models were used. Results A total of 8,015 high-school students were included. Depressive symptoms were reported by 43% of students, and 28% reported poor mental health. Moderate doses (1-4 days) of muscle-strengthening activities reduced the odds of depressive symptoms by 23% and the odds of poor mental health by 38% compared to low doses (0 days). Higher reductions were observed for higher doses (5-7 days). Similar results were observed for sports teams (1 vs 0 teams). Moderate doses (1-4 days) of MVPA ≥60min showed a significant reduction in the odds for poor mental health (38%) but not depressive symptoms compared to low doses (0 days). No effect was observed for any dose of PE attendance. Conclusions The findings suggest a dose-response pattern in the association between physical activity and mental health in adolescents. Any increase in physical activity levels among young adults would be valuable in preventing poor mental health. Key messages • A dose-response pattern was observed between self-reported mental health and physical activity exposure in adolescents. • Moderate levels of physical activity significantly reduced the risk of self-reported poor mental health among adolescents.