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Societal crises and personal challenges are often followed by substantial changes in physicalactivity. Is there a link between such changes and psychological well-being? Seeking to answerthis question, we conducted a correlational study on a representative sample in Sweden during thefirst year of the COVID-19 pandemic (N = 1035). About 49% of the sample had decreased theirphysical activity compared to their self-reported activity level prior to the pandemic, whereas 32%had increased it. The results showed a positive and robust association between changes in dailyactivity level and corresponding changes in psychological well-being. Specifically, individuals whohad reduced their physical activity over the last year reported lower life satisfaction than before, andindividuals who had increased their physical activity reported higher life satisfaction than before.The amount of complete physical inactivity (sitting) showed a similar pattern as the exercise data,meaning that individuals who reported increasing inactivity per day also reported a greater declinein life satisfaction. Additional analyses showed that the association between daily activity level andlife satisfaction was somewhat stronger for men than for women, but there was no difference whencomparing individual versus organized activities. The current study was based on a cross-sectionaldesign, measuring self-reported change over time. Recent work from other research teams have usedlongitudinal data and experience-sampling in different settings, finding similar results. We concludethat there is good reason to recommend physical exercise as a coping strategy in difficult times.