This study examines the relationship between factors (social support, self-esteem, emotional intelligence [EI], mindfulness, school PA program engagement [SPPE]), physical activity (PA), academic self-efficacy (ASE), and depression in Shanghai junior high school students. A nationwide offline survey was conducted in Shanghai between August and December 2023 using a purposive sampling design. A total of 432 questionnaires were administered to six seventh- and eighth-grade classes from six schools in Shanghai; 416 responses were included in the final analysis. SPSS software version 29, the Correlation and Multiple Linear Regression techniques were employed to analyze the collected data. Social support, self-esteem, EI, mindfulness, SPPE, PA, ASE, and depression were found to be correlated. None of the common factors significantly predict PA, as the p-values were more than 0.05. Social support, self-esteem, EI, and SPPE had a positive significant influence on ASE except for mindfulness. Social support, self-esteem, and mindfulness had a negative significant influence on depression among Shanghai junior high school students. This study highlights the interconnectedness of social support, self-esteem, EI, mindfulness, and SPPE with ASE and depression among junior high school students in Shanghai. While none of the factors predicted PA levels, social support, self-esteem, EI, and mindfulness emerged as important contributors to ASE, while social support, self-esteem, and mindfulness emerged as important contributors to depression.
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