Objectives: The psychosocial factors affecting physical activity (PA) and sport participation are not well understood but need to be to gain the psychological benefits of PA and sport. In this study, we sought to establish the relationship between weight stigmatization, the tendency to avoid, or participate in and/or enjoy PA and sport, and psychological distress.Methods: We collected demographic details and measures of the constructs of interest from 578 undergraduate students via an online survey. We ran bivariate correlations and multivariate linear regression models to establish statistical relationships between the variables of interest. Results: In bivariate correlations, weight stigmatization and the tendency to avoid PA were significantly associated with greater psychological distress. Greater enjoyment of PA and sport was related with less psychological distress; however, participation in PA and sport was not associated with psychological distress. In multivariate regression analyses, weight stigma, internalized weight stigma and the tendency to avoid PA and sport were significant predictors of psychological distress, accounting for 22% of the variance in psychological distress scores.Conclusion: In this study, we found that addressing internalized weight stigma requires urgent action to promote better mental health through PA and sport participation. We propose a conceptual model to explore these relationships.