Objective: To examine the characteristics of physical activity among secondary vocational school students and its associations with depressive symptoms, anxiety symptoms, and their co-existence, so as to provide evidence for promoting their mental health. Methods: From September to December 2024, a questionnaire survey was conducted on 5 141 secondary vocational school students using convenience sampling method across 16 secondary vocational schools in 8 provinces/municipalities, including Fujian, Chongqing, Guangdong, Guangxi, Hubei, Jiangxi, Shanghai and Zhejiang. A self designed questionnaire, International Physical Activity Questionnaire Short Form, Patient Health Questionnaire-9 and Generalized Anxiety Disorder Scale-7 were used to assess basic information, physical activity characteristics, and depressive and anxiety symptoms. Chi-square test and Logistic regression model were used to analyze the associations of physical activity characteristics with depressive symptoms, anxiety symptoms, and their co-existence. Results: Among secondary vocational school students, 22.2% had depressive symptoms, 12.2% had anxiety symptoms, and 10.5% had both conditions. After adjustment for confounding factors such as sex, grade, and family structure, Logistic regression analyses showed that a high physical activity level, meeting the recommendation for daily moderate to vigorous physical activity (MVPA), and a concentrated physical activity pattern were associated with lower odds of depressive symptoms, anxiety symptoms, and their co-existence ( OR =0.70-0.81, all P <0.05). Regular weekly MVPA and a regular physical activity pattern were associated only with lower odds of depressive symptoms ( OR =0.79, 0.70, both P <0.05). Sex stratified analyses showed that meeting the recommendation for daily MVPA and a concentrated physical activity pattern were associated with lower odds of depressive symptoms, anxiety symptoms, and their co-existence among boys ( OR =0.60-0.71); a high physical activity level, regular weekly MVPA, and a regular physical activity pattern were associated with lower odds of depressive symptoms among boys ( OR =0.65-0.78)(all P <0.05). Meanwhile, a high physical activity level, meeting the recommendation for daily MVPA, regular weekly MVPA, and regular and concentrated physical activity patterns were associated with lower odds of depressive symptoms in female students ( OR =0.72-0.79) (all P <0.05). Conclusions Physical activity characteristics are associated with depressive symptoms, anxiety symptoms, and their co-existence among secondary vocational school students. Schools should optimize physical activity promotion strategies according to sex specific characteristics to reduce the occurrence of depressive and anxiety symptoms among secondary vocational school students.