Mental wellbeing and physical activity levels: A prospective cohort study

•A study was conducted to investigate associations between mental wellbeing in 2019 and physical activity in 2020.•Compared to a low level of mental wellbeing, higher levels positively predicted physical activity.•The pattern in the results reflect a dose-response relationship, i.e., greatest benefit when mental wellbeing is maximized.•The reverse pathway was also noted, i.e., physical activity positively predicted mental wellbeing.•Promoting mental wellbeing may increase physical activity. Conversely, increasing physical activity may enhance mental health.