The aim of the present research was to assess the physical activity of secondary school students and to understand its effect on subjective general health, vitality and mental health. A quantitative cross-sectional study was conducted among adolescents aged 15-19 (n = 448) years attending a full-time secondary school. The paper-based questionnaire included self-reported questions on physical activity in addition to socio-demographic variables, while the standardised instrument measured dimensions of subjective health (Health Thermometer - EuroQol scale, EQ VAS, Health Survey Short Form SF-36 Questionnaire) and Sense of Coherence (SOC 13). The amount of physical activity was adequate for 22.2%. Regular physical activity had a positive effect on self-reported health perception (p < 0.05). The mean scores for mental health, vitality and general health perception were significantly higher among students who were adequately or nearly adequately physically active (p < 0.05). A positive correlation was found between sense of coherence and frequency of physical activity (p < 0.05). The means of the self-reported health indicators and the sense of coherence were almost identical between the groups (p > 0.05). The sense of coherence plays a role in the changes in the regularity of physical activity, and a linear stochastic relationship between the variables was demonstrated.