Based on emerging multimodal mental health prevention and treatment approaches, physical activity and stress and coping are likely interrelated and interact to produce unique effects on mental health. As such, the aim of the present study was to investigate whether physical activity, stress and coping cluster in meaningful ways, and whether these clusters differ in depression symptoms. A cross-sectional latent class analysis using data from the NDIT study was used among a sample of young adults (N = 604; Mage = 20.36, SD = .73; 50% female). Latent class analysis identified a two-class model of physical activity, stress and coping. The first class (n = 235, 64% female) demonstrated high levels of stress, less favourable coping and lower levels of engagement in moderate-to-vigorous physical activity per week. The second class (n = 369, 41% female) demonstrated low levels of stress, more favourable coping and higher levels of engagement in moderate-to-vigorous physical activity per week. A univariate ANOVA indicated symptoms of depression were significantly higher among individuals in the first class (M = 11.89, SD = 8.14) compared to the second class (M = 7.76, SD = 6.31) while controlling for age and gender [(F(1, 600) = 36.94, ?2 = .06, p < .001]. These findings support the importance of investigating interrelations between physical activity, stress and coping for mental health outcomes. Specifically, this integrative conceptualization of key behavioural and psychosocial factors may inform multimodal approaches for promoting mental health and wellness among young adults.