This article analyzes the importance of physical activity as a strategy to improve the quality of life in university students with symptoms of anxiety and depression. For this, a literature review of the subject was made, especially of publications in Journals with an impact factor. Among the findings that were found it is worth highlighting that: both depression and anxiety have become frequent mental disorders in young people, commonly associated with feelings of guilt, sadness, lack of self-esteem, lack of motivation, mental and physical changes, among others, and the university population is the one with the highest record of suffering from these scourges; In university students, these alterations can be presented due to family history, economic or academic difficulty, among others, characteristics of this population, and that the practice of physical activity is a very important strategy to significantly reduce stress, anxiety, and depression and improves the quality of life in all types of people, but particularly in young people.