Background Literature suggests that physical activity (PA) and sedentary behavior may be associated with adolescent mental health symptoms. A gap in the literature is whether different types of PA have unique impacts on internalizing and externalizing symptoms. This study separately assesses the association of organized PA, unorganized PA, and sedentary behavior with internalizing and externalizing symptoms. Method This study analyzed baseline data from a randomized controlled trial of a preventive intervention with 575 Hispanic adolescents. Using separate multivariable linear mixed models, the relationship between the independent variables of PA and sedentary behavior and the dependent variables of internalizing and externalizing symptoms was evaluated. Results Organized PA was not associated with internalizing or externalizing symptoms; however, higher levels of unorganized PA were associated with greater internalizing and externalizing symptoms. Increased sedentary behavior was also associated with higher levels of externalizing symptoms, but not internalizing symptoms. Conclusions Implications of this study highlight the need to examine types of PA separately as they may differentially influence adolescent mental health symptoms. Potential explanations for these findings and suggested further analyses are discussed.