BackgroundEvidence on the association of low physical activity (PA) with depression or anxiety is well established. Yet, evidence on the association between PA and comorbid anxiety/depression remains scarce, especially in low- and middle-income countries (LMICs). Thus, this study explored this relationship among adults aged ≥18 years from 46 LMICs.MethodsCross-sectional, community-based data were analyzed from the World Health Survey (WHS). Multivariable multinomial logistic regression analysis was conducted to examine the association between low PA and comorbid anxiety/depression with no anxiety or depression as the base category.Results237,023 participants [mean (SD) age = 38.4 (16.0) years; 50.8 % female] were included in the analysis. Low PA was significantly associated with depression alone (OR = 1.33; 95%CI = 1.12–1.57) and anxiety alone (OR = 1.37; 95%CI = 1.23–1.53), while the OR was highest among those with comorbid anxiety/depression (OR = 1.75; 95%CI = 1.52–2.01).ConclusionLow PA is associated with particularly increased odds for comorbid anxiety/depression. Increasing PA may have a beneficial effect on the prevention of comorbid anxiety/depression. However, future longitudinal research establishing the direction of this relationship is warranted.