The question of whether physical activity is associated with positive aspects of health becomes increasingly more important in the light of the health status in today's children and adolescents and due to the changing lifestyle with respect to everyday activity. The German Health Interview and Examination Survey for Children and Adolescents (KiGGS) collected the first set of nationwide representative cross-sectional data to examine the relationship between health and physical activity. Taking sociodemographic parameters into consideration, the results suggest a positive association between self-estimated general health and several types of physical activity. The results vary with respect to gender and type of physical activity. For methodological reasons, causal conclusions can only be drawn after longitudinal data of the second wave of KiGGS are available.