Objective: To explore the association of three types of built environment (housing, school and the school commute route) with mental health of junior and senior high school students under different intensities of exercise activities, so as to provide reference for improving the mental health of junior and senior high school students. Methods: From September to October 2024, 476 junior and senior high school students from 11 residential communities were selected in Hefei City to conduct household questionnaire survey. The survey content included subjective perception of the surrounding environment, exercise characteristics, anxiety, depression and hostility. Structural equation model was used to analyze the relationship of environment perception and exercise characteristics with mental health of junior and senior high school students. Results: About 41.81% of the surveyed junior and senior high school students had mental health issues. Path analysis results indicated that residential environment ( β = 0.41 ) and school route environment ( β =0.24) directly affected the mental health of junior and senior high school students; commercial and service facilities around the residence ( β =-0.36), transportation convenience ( β =-0.43), pedestrian friendly roads ( β =-0.45), the sense of safety when alone ( β =-0.58), and the sense of safety in the school commute route environment ( β =-0.17) could directly reduce the severity of psychological issues among junior and senior high school students(all P <0.05). Conversely, traffic congestion ( β =0.66), noise pollution ( β =0.80), and air pollution ( β =0.57) on the school commute route significantly increased the risk of psychological problems(all P <0.05). School surroundings ( β =0.24) indirectly affected mental health through built environment ( β = 0.83) and exercise characteristics ( β =0.23), with only increased frequency ( β =-0.22) and duration ( β =-0.19) of high intensity activities showing positive effects on mental health (all P <0.05). Conclusions The mental health status of junior and senior high school students in Hefei is related to built environments and exercise intensity. It is suggested to improve the environment of residence, school and learning path in a targeted way, and guide junior and senior high school students to increase the amount of high intensity exercise activities, so as to reduce the risk of various psychological problems.