Does physical activity have a positive impact on physical, mental, and social quality of life? While the conclusions of scientific studies are very cautious, the evidence suggests that regular exercise is generally associated with a better quality of life, particularly among adults. Gentle activities, such as tai chi chuan, appear to have beneficial effects for older adults. In contrast, very high-intensity activities seem to have a negative effect. The purpose of this article is to describe the results of the main studies published over the past decade that explore the relationship between physical activity and overall quality of life in the general population.