Objective: To assess the relation of physical activity (PA) with feelings of sadness and suicidal thoughts and behaviors among Hispanic and non-Hispanic white adolescent boys and girls. Design: Cross-sectional study using a modified 2001 Youth Risk Behavior Survey. Participants: One thousand eight hundred seventy Hispanic and non-Hispanic white adolescents, aged 14 to 18 years, attending high school in Nueces County, Texas. Main Outcome Measure: Logistic regression analysis was used to assess the relation between PA, including moderate and vigorous PAs, strength and toning, total PA, physical education class, and participation in team sports, and the dependent variables feelings of sadness and considering, planning, and attempting suicide. Results: More boys reported participating in PA than girls (P<.001), and more girls than boys reported feelings of sadness and considering and planning suicide (P<.001). Greater attendance in physical education class was inversely related to feelings of sadness (odds ratio [OR], 0.80 [95% confidence interval (CI), 0.68-0.94]); participation in more total PA sessions per week was associated with a lower risk of considering suicide (OR, 0.72 [95% CI, 0.65-0.79]); and higher levels of vigorous PA (OR, 0.73 [95% CI, 0.57-0.93]), total PA (OR, 0.65 [95% CI, 0.48-0.87]), and strength and toning activity (OR, 0.64 [95% CI, 0.42-0.99]) were associated with a lower risk of planning suicide. Conclusions: These findings are consistent with a beneficial effect of PA on feelings of sadness and suicidal behaviors in Hispanic and non-Hispanic white boys and girls. Physical activity may be considered as part of an intervention strategy to improve adolescent health as a whole.