Objective: To understand the symptoms of depression and anxiety among rural returning adolescents and to analyze their association with physical activity related factors, so as to provide reference for interventions targeting depression and anxiety symtoms in the population. Methods: From April to June 2020, 3 495 middle school students were selected from 6 counties and districts of Shangrao City by random cluster stratified sampling sampling. The Patient Health Questionnaire-9 (PHQ-9) and Generalized Anxiety Disorder-7 (GAD-7) were used to evaluate the depressive and anxiety symptoms among middle school students. The International Physical Activity Questionnaire was used to assess their physical activity levels during the past week. Chi square test and Logistic regression analysis were used to determine the strength of the association between depression and anxiety symptoms and physical activity related factors in returning and non returning adolescents as well as the overall population. Results: Univariate analysis showed significant differences in the prevalence of depressive and anxiety symptoms between rural returning and non returning adolescents and the overall population in terms of "type of school" "family economic situation" "parental occupation" "number of sports classes per week" and "level of physical activity per week" ( χ 2=78.21, 16.56, 135.44, 107.75, 7.10, 8.62; 97.94, 24.26 , 124.07, 90.36, 9.60, 8.34, P <0.05). Multivariate regression analysis showed a correlation between the occurrence of depression and the number of sports classes per week for rural returning and non returning adolescents and the overall population (number of sports classes per week for non returning was 2 times, OR=1.22, 95%CI =1.01-1.49; returning adolescents for 1 time, OR=1.85, 95%CI =1.06-3.23; the overall population for 1 time, OR=1.34, 95%CI =1.01-1.77 and 2 times, OR=1.20, 95%CI =1.01-1.43, P <0.05). There was a correlation between anxiety symptoms and the number of sports classes per week for returning adolescents (number of sports classes per week for returning adolescents was 1 time, OR=2.10, 95%CI=1.21-3.63, P < 0.05 ). Conclusion A low frequency of weekly sports classes may be a risk factor for depressive or anxiety symptoms in rural and returning adolescents. Rural primary and secondary schools should appropriately increase the number of physical education courses or arrange sports extended classes to promote the development of adolescent mental health.