Findings of previous studies suggest that the relationship between physical activity and mental health may change across different domains of physical activity, different dimensions of mental health, and different population subgroups. The present study examined associations between five types of physical activity with different contents: housework, leisure active transportation, biking to/from work, walking to/from work, and sports participation, and two dimensions of mental health: perceived stress and psychological distress, in 1919 participants aged 20-65 years, using the data from the Flemish Policy Research Centre Sport, Physical Activity and Health. Multiple logistic regression analyses were performed with the total sample, and with the sample stratified by gender, age, and occupational category. Further, separate models were used in the gender and age subgroups of each occupational category. Sports participation was the only type of physical activity inversely associated with both stress (OR=0.375; CI: 0.200-0.704) and distress (OR=0.480; CI: 0.253-0.910). Sports participation related to less distress in unemployed mid-aged adults, and to less stress in unemployed women, unemployed young adults, and young adults with blue-collar jobs. Housework was associated with more stress and more distress in women with blue-collar jobs. In young adults with white-collar jobs, however, an inverse association between housework and distress was found. Biking to and from work was associated with more stress in men with blue-collar jobs. Results invite consideration for the utility, and perhaps the necessity, of differentiated health recommendations for physical health and for mental health in different population subgroups.