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The health of young people is crucial for the future and development of a nation. It is the collective responsibility and imperative mission of society to ensure the holistic well-being, both physically and mentally, of young individuals. Therefore, it is essential to thoroughly comprehend the factors that influence their health in order to expedite the exploration of effective solutions. The objective of this study is to comprehend the mechanisms that underlie the correlation between physical exercise behavior and psychological resilience among teenagers, while also examining the mediating role played by social sensitivity and need to belong. So put forward the hypothesis: (1) physical exercise behavior can positively predict the psychological resilience. (2) Social sensitivity and need to belong plays a mediating role between physical exercise behavior and psychological resilience. (3) Social sensitivity and need to belong plays a chain mediating role between physical exercise behavior and psychological resilience. Using the cluster sampling method, a total of 1106 students (with an average age of 15.7 and a standard deviation of 0.598) who met the requirements were surveyed from Shandong Province in China. Standard scales were utilized to assess Physical Exercise Behavior, Psychological Resilience, Social Sensitivity, and Need to Belong. For data analysis, Pearson's correlation analysis and bias-corrected percentile Bootstrap method were sequentially conducted. (1) The present study did not find any significant methodological bias, and the observed correlations between physical exercise behavior, psychological resilience, social sensitivity, and need to belong were all statistically significant; (2) Based on the self-determination theory, this study elucidates the relationship between physical exercise behavior and psychological resilience among teenagers. The findings indicate that physical exercise behavior positively predicts the need to belong and psychological resilience, while negatively predicting social sensitivity. Similarly, social sensitivity negatively predicts the need to belong and psychological resilience. Moreover, the need to belong directly and positively predicts psychological resilience. Importantly, all hypotheses proposed in this paper were empirically supported. (3) The indirect effect of the path mediated by social sensitivity is 0.009, while the indirect effect of the path mediated by need to belong is 0.033. Additionally, the combined indirect effect of both social sensitivity and need to belong as mediating variables is 0.014. (4) The cumulative sum of all these indirect effects amounts to 0.056. Based on the self-determination theory, we propose a chain mediation model, specially, physical exercise behavior can significantly positively predict psychological resilience, among which, social sensitivity and need to belong play a significant mediating role between Physical exercise behavior and psychological resilience. In addition, the adoption of good physical exercise behavior can enhance the psychological resilience of adolescents by diminishing social sensitivity and augmenting the need to belong. [ABSTRACT FROM AUTHOR]