Objective: To test the relationship between duration of physical exercise and sadness of middle school students, so as to provide enlightenment for students to participate in physical exercise when they are faced with sadness. Methods: Through the methods of multiple linear regression and regulatory effect test, data of 8 146 middle school students from China Education Panel Survey 2014-2015 were analyzed. Results: A negative correlation was observed between physical exercise duration and sadness of middle school students (r=-0.08, P<0.01); physical exercise duration showed significant negative main effect on depressive mood of middle school students (β=-0.05,P<0.01); the square term of physical exercise students shows significant curve correlation with depressive mood of middle school students (β=-0.04, P<0.05); physical exercise students had significant negative main effect on depressive mood of urban and rural middle school students(β=-0.04,-0.05, P<0.01); the square term of physical exercise duration does not show significant curve correlation with depressive mood of rural middle school students (β=-0.01, P>0.05), but showed significant curve correlation with depressive mood of urban middle school students (β=-0.06, P<0.01). Conclusion Physical exercise duration has threshold effect on relieving middle school students’ Sadness, while the threshold effect of rural middle school students physical exercise time disappears. Attention should be paid to the understanding of the relationship between physical exercise duration and sadness of middle school students.