Mental disorders are a major challenge for both society and science. Syndromes such as schizophrenia, depression, anxiety, and personality disorders are important health problems. Protection of mental health is a process that aims to improve the psychological and social skills of individuals, as well as to increase social and individual resilience. Physical activities play an important role in supporting mental health. There is strong scientific evidence that regular and individually planned physical activities have positive effects on mental health. However, some studies on this subject also reveal that overly competitive sports or performance pressure may negatively affect the mental health of individuals. Especially, psychosocial risks such as stress, anxiety, maltreatment, abuse, and burnout are associated with the negative effects of sports. To this end, more detailed research is needed on which types of physical activities are more or less effective on mental health. As a result, in order to maximize the effects of physical activity on mental health, it is important to strike a balance between the positive and negative aspects of sport. This balance will ensure the sustainability of the contributions of sports to mental health by preserving both the psychological and physiological well-being of the athletes.