Purpose: This study examined whether there was a significant negative relationship present between engaging in physical activity and the variables of anxiety sensitivity and self-esteem. In addition, it was determined whether aerobic exercise, anaerobic exercise, or stretching exercises were most strongly correlated with anxiety sensitivity and self-esteem benefits. Methods: Participants (n = 76) represented a convenience sample of college students. Through an online survey website, each completed the following self-report surveys: a demographics questionnaire, the Anxiety Sensitivity Index-3 (ASI-3), Rosenberg Self-Esteem Scale (RSE), and a revised version of the Recent Physical Activity Questionnaire (RPAQ). Results: A significant positive association was found between anaerobic exercise frequency and ASI-3 responses (p = 0.033). Aerobic (p = 0.003), anaerobic (p < 0.001), and stretching exercise frequency (p = 0.014) were each found to be significantly positively associated with RSE responses.Discussion: Engaging in physical activity can be beneficial for individuals' mental health, specifically by increasing levels of self-esteem. These results suggest there may not be a "best" type of exercise regarding mental health; more important than exercise type is an overall increase in physical activity, to reap the numerous mental and physical health benefits that follow. [The dissertation citations contained here are published with the permission of ProQuest LLC. Further reproduction is prohibited without permission. Copies of dissertations may be obtained by Telephone (800) 1-800-521-0600. Web page: http://bibliotheek.ehb.be:2222/en-US/products/dissertations/individuals.shtml.]