Evidence has grown recently on the correlation between lifestyle and physical activity, and their impact on the functioning of the entire organism. In addition, a decrease in physical efficiency may be an indicator of the early diagnosis of systemic diseases. The aim of this study was to determine whether there is a relationship between exercise tolerance and possible erectile dysfunction or mental disorders. A cross-sectional study was conducted among 254 men in 4 cardiac rehabilitation centers in Poland using the standardized International Index of Erectile Function 5 (IIEF-5) and Beck Depression Inventory (BDI) questionnaires. Erectile dysfunction was directly proportional to the metabolic equivalent of the task (MET) variable. An increase in exercise tolerance by 1 point was associated with an increase in the IIEF-5 score by 1.62 points, indicating a reduction in the severity of erectile dysfunction. The 1-point increase in MET was associated with a 1.8-point decrease in BDI, indicating that an increase in exercise tolerance is associated with a decrease in the severity of depressive disorders. Increasing the tolerance of physical effort has a beneficial effect not only on the general well-being, but also on the sexual and mental health of men. An increase in exercise tolerance is associated with a reduction in the incidence of erectile dysfunction. On the other hand, in patients with depressive disorders, the improvement of exercise tolerance reduces the intensity of depression symptoms. Exercise tolerance can be an early and simple marker at the onset of erectile dysfunction or mood disorders.