This study was designed to compare the mental health and quality of life of athlete and non-athlete adolescents during the COVID-19 pandemic. The study statistical population included all adolescents aged 14–18 years living in Mazandaran province, out of which, 2897 adolescents were randomly selected. We performed an online survey among adolescents in Mazandaran province using GAD-7, PHQ-9, PFABS, and PEDSQL questionnaires. According to the results, athlete adolescents showed lower levels of anxiety and depression and higher quality of life compared to non-athlete adolescents. Moreover, the findings indicated that as the number of practice sessions increases throughout the week, the scores of physical activity and quality of life of athlete adolescents increase and their overall depression and anxiety scores decrease; however, the scores of generalized anxiety, depression, and quality of life among adolescent athletes with different training sessions in a week seem to be equal with no significant difference between them. The present results confirm the positive effect of physical activity on the mental health and quality of life related to the health of student adolescents. The COVID-19 pandemic has posed numerous challenges to public health, Physical activity is known as an effective strategy for improving mental health and quality of life. Providing more opportunities and facilities for physical activity for inactive and sedentary teenagers, whether online or in parks and open spaces, the potential of physical activity can be used to improve physical health and mental well-being during the epidemic.