The social isolation carried out during the COVID-19 pandemic contributed to physical inactivity and impacted people's mental health, with physical activity being an important pillar in the treatment of Type 1 Diabetes Mellitus (T1DM). Thus, this study aims to verify whether there is an association between the perception of mental health and the practice of physical activity in individuals with T1DM during social isolation in the COVID-19 pandemic in Brazil. This was a cross-sectional study conducted in July 2020, with 472 adults with T1DM, using an online form to collect sociodemographic, mental health and physical activity data during social isolation. The Chi-Square test of independence was performed with adjusted residuals analysis (p < 0.05). A total of 51.3% of the participants remained sedentary or stopped doing physical activity during the period of social isolation. There was an association between being interested in performing daily activities (p = 0.003), not feeling depressed (p = 0.001), feeling slightly irritated (p = 0.006), having slight problems with sleep (p = 0.012) and practicing physical activity. There was also an association between maintaining physical activity and not feeling depressed (p = 0.017) and feeling very slightly irritated (p = 0.040). Adults with T1DM who practiced physical activity during the period of social isolation due to the COVID-19 pandemic showed better aspects of mental health.