Objective: To analyze current status of physical exercise of primary and middle school students in Henan province, and to explore its relationship with physical fitness. Methods: Data on physical exercise and related indicators among 9-18 years old students was retrieved from Henan Provincial Student Physical Fitness and Health Survey in 2019. Physical fitness index (PFI), body mass index (BMI) was calculated. ANOVA was used to compare differences of physical exercise between men and women, urban and rural areas. Correlations between physical exercise with PFI and BMI were evaluated. Results: The majority of students had two PE classes per week (41.9%), daily active recess (44.5%), one sports meeting in each school year (46.8%), and half to one hour of physical exercise per day (50.1%). Boys were more likely to exercise than girls, while rural students were more likely to excecise than urban students. The proportion of parents who support sports activities in their spare time was the highest (75.8%), and the proportion of parents who both like sports was the highest (47.3%). PFI was positively correlated with exercise scores and negatively correlated with non exercise scores. BMI was negatively correlated with exercise scores and positively correlated with non exercise scores ( r =0.12, -0.13, -0.20, 0.14, P ＜0.01). Conclusion Physical exercise of primary and middle school students in Henan is satisfactory.Exercise scores are positively correlated with physical fitness, but negatively correlated with BMI.