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Children who undertake more physical activity (PA) not only have more optimal physical health but also enjoy better mental health. However, the pathways by which PA affects well-being remain unclear.To address this question, we examined whether objectively measured daytime PA was associated with diurnal hypothalamic-pituitary-adrenocortical axis (HPAA) activity and HPAA responses to psychosocial stress.We conducted a cross-sectional study in a birth cohort in Helsinki, Finland.We studied 258 8-year-old children.PA was assessed with wrist-worn accelerometers. Overall PA and percentage of time spent in vigorous PA (VPA) were categorized by sex into thirds. Salivary cortisol was measured diurnally and in response to the Trier Social Stress Test for Children.The children in different PA groups did not show differences in diurnal salivary cortisol (P.10 for overall PA and VPA). Children with the highest levels of overall PA or VPA showed no, or only small, increases over time in salivary cortisol after stress (P = .10 and P =.03 for time in analyses of PA and VPA, respectively), whereas children belonging to the lowest and intermediate thirds showed significant increases over time in salivary cortisol after stress (P ≤ .002 for time in the analyses of overall PA and VPA).These results suggest that children with lower levels of daytime PA have higher HPAA activity in response to stress. These findings may offer insight into the pathways of PA on physical and mental well-being.