This study employed a descriptive-comparative-correlational research approach to examine the relationship between students' exercise habits and their mental health outcomes at a multi-disciplinary university in Zhengzhou, Henan Province. The college of physical education, which provides training across 22 colleges and 73 undergraduate majors, served as the study’s setting, involving a large sample of 32,760 undergraduate students. Using stratified random sampling, the researchers selected a representative sample of 380 students, with a 5% margin of error, to identify patterns and explore relationships between exercise habits and mental health. A structured questionnaire, developed to assess exercise habits and mental health, underwent content and face validation, with reliability measured using Cronbach’s Alpha (0.980 and 0.974). Data collection took place in person, with the results processed using SPSS and analyzed through means, standard deviation, and Pearson’s r correlation. Findings indicated significant positive correlations between various dimensions of exercise habits—including routine stability, goal persistence, adaptability to change, and social influences—and mental health outcomes such as stress levels, coping mechanisms, social support, sleep quality, and access to mental health resources. Notably, adaptability to change exhibited the highest correlation with coping mechanisms and overall mental health (r = 0.804), underscoring the importance of flexible exercise routines in managing mental health. The study’s insights emphasize that consistent, varied, and socially supported exercise habits are associated with reduced stress, enhanced coping strategies, and improved overall mental health. Promoting regular physical activity and addressing barriers to exercise can foster better mental health among students, suggesting the need for integrated physical and mental health programs within academic institutions.