BACKGROUND: Four out of five adolescents worldwide are physically inactive based on recommended standards. AIM: We determined whether physical activity is associated with lower behavioural challenges in adolescents to promote buy-in from stakeholders. SETTING: KwaZulu-Natal province, South Africa, from January 2020 to March 2020. METHODS: A cross-sectional study was conducted among 187 adolescent learners (12-18 years) from three government schools in KwaZulu-Natal Province, South Africa, from January to March 2020. We fitted linear regression models between the Strengths and Difficulties Questionnaire scores (total, internalising, externalising, and prosocial) and hours of physical activity exposure, adjusting for demographic covariates, and depression history. RESULTS: The median age was 14.4 years (interquartile range = 1.36) and 75.9% of the participants were females. Overall average and weekday physical activity were each associated with lower total and externalising but higher pro-social scores. Depression was associated with higher inactivity scores (total, internalising and externalising). CONCLUSIONS: The article shows that physical activity can reduce the behavioural and emotional problems in adolescents. CONTRIBUTION: Physical activity is critical for a healthy adolescent hood and needs to be actively included in childhood development.