ABSTRACT Introduction: Decreased physical activity has been associated with poorer mental health and is a cause for concern during the COVID-19 pandemic. Objective: To compare groups of medical students (MS) who practiced different levels of moderate and vigorous physical activity (MVPA) during the COVID-19 pandemic, in relation to symptoms of anxiety and depression (BAI-BDI), sleep quality (PSQI), and physical activity (PA) - light, moderate, vigorous (LPA-MPA and VPA), and sedentary behavior (SB). Methods: This research is a cross-sectional study involving 218 MS. Data on the characteristics of the MS were collected through online forms: PA, SB, BAI, BDI, and PSQI. The Cohen's D (Effect Size - ES) and confidence interval (95% CI), Mann-Whitney test: Lower MVPA (Median=0 minute) and Higher MVPA (Median=390 minutes) were recorded. For the statistical analyses, we used: the Odds ratio (OR) for the presence of symptoms of high levels of anxiety and depression and poor sleep quality in the MS and MVPA. Results: We found a small ES for symptoms of depression (ES 0.26 95% CI 0.00 0.53 p=0.029), and significant differences (p<0.05) for symptoms of anxiety (ES 0.17 95% CI −0.09 0.44 p=0.037). There was also a significant tendency for sedentary behavior on weekdays (ES 0.27 95% CI 0.00 0.53 p = 0.051). The OR for MVPA and the presence of symptoms of high levels of anxiety was 0.407 (95% CI = 0.228 to 0.724). Conclusions: the MS who practiced higher MVPA presented less symptoms of anxiety and depression during the COVID-19 pandemic. Level of evidence III; Case-control study.