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Background: People experiencing cognitive concerns and symptoms of depression or anxiety are at risk for Alzheimer's disease and dementia. We know physical activity can benefit cognition but understanding how to best support engagement is an ongoing challenge. Evidence-based conceptual models of factors underpinning physical activity engagement in target populations can inform intervention tailoring to address this challenge., Objective: This study (part of a pragmatic physical activity implementation trial) aimed to develop a specified model of physical activity engagement in people experiencing depressive or anxiety symptoms and cognitive concerns, to enable optimized dementia risk reduction intervention tailoring., Methods: We employed a qualitative design, triangulating data from three sources: semi-structured individual interviews with people experiencing cognitive concerns and mild to moderate depressive or anxiety symptoms; review of published evidence; and the Capability, Opportunity and Motivation system of behavior, an existing behavioral science model. Findings were integrated to develop a contextualized model of mechanisms of action for optimizing engagement., Results: Twenty-one participants were interviewed, and 24 relevant papers included. Convergent and complementary themes extended understanding of intervention needs. Findings highlighted emotional regulation, capacities to enact intentions despite barriers, and confidence in existing skills as areas of population-specific need that have not previously been emphasized. The final model provides specificity, directionality, and linked approaches for intervention tailoring., Conclusion: This study demonstrated that people experiencing cognitive concerns and symptoms of depression or anxiety require different interventions to improve physical activity engagement. This novel model can enable more precise intervention tailoring, and, ultimately, benefits for a key at-risk population.