Royal Canadian Mounted Police report experiencing extremely frequent potentially psychologically traumatic events (PPTE). In a recent study, approximately half of participating RCMP screened positive for one or more mental disorders, which is approximately five times the diagnostic proportion for the general Canadian population. Increased reporting of mental health symptoms been linked to PPTE exposures. Programs promoting physical activity may be useful interventions to supplement or pair with mental health interventions, providing anxiolytic, antidepressant, and stress-buffering effects. The current study was designed to assess the relationship between physical activity behaviors and reported mental health disorder symptoms of cadets during the Royal Mounted Canadian Police (RCMP) Cadet Training Program (CTP). The current study also examined the relationship between exercise and mental health disorder symptoms of cadets during the CTP. The study included data from 394 cadets (76.1% male). An analysis of variance (ANOVA) and a series of t-tests were used to assess several differences across sociodemographic groups. Bivariate Spearman's Rank correlations were performed between the average number of active calories burned per day, as recorded by Apple Watches, and changes in self-reported mental health disorder symptoms (i.e., Generalized Anxiety Disorder [GAD], Major Depressive Disorder [MDD], Posttraumatic Stress Disorder [PTSD], Social Anxiety Disorder [SAD]. Alcohol Use Disorders [AUD], Panic Disorder [PD]) from pre-training (starting the CTP) to pre-deployment (completing the CTP) 26 weeks later. There were statistically significant correlations between physical activity and self-reported mental health disorder symptom scores during CTP. Cadets who performed more physical activity from pre-training to pre-deployment had statistically significantly greater decreases in symptoms of GAD (ρ = -0.472, p < 0.001), MDD (ρ = -0.307, p < 0.001), PTSD (ρ = -0.343, p < 0.001), and AUD (ρ = -0.085, p < 0.05). There was no statistically significant relationship between physical activity and changes in PD symptoms (ρ = -0.037, p > 0.05). There were also no statistically significant relationships between pre-CTP mental health disorder symptom scores and the volume of physical activity performed during CTP. There was evidence of a significant relationship between reductions in mental health disorder symptom scores and physical activity during the 26-week CTP. The results highlight the role that exercise can play as an important tool for reducing mental health disorder symptoms, considering there was no relationship between pre-CTP baseline mental health scores and physical activity performed during CTP. Further research is needed to understand differences in physical activity behaviours among cadets and serving RCMP.