Physical activity plays a crucial role in contributing to psychological stability regarding physical concept. However, the evidence for showing the association between levels of physical activity and the psychological state has not been closed to focus on college students. This study was to examine the importance of physical activity by investigating the effects of different levels of physical activity on physical self-concept and social physique anxiety among college students. This study used a secondary data set approved by Institutional Review Board, and obtained a written permission and approval for data use. The data set used for this study was not previously analyzed and published. A total of 238 participants (99 males and 139 females) were 4-year comprehensive university students in Southern California. Godin Leisure-Time Exercise Scale (GLTES), Physical Self-Description Questionnaire (PSDQ), and Social Physique Anxiety Scale- 7(SPA-7) were used to analyze levels of physical activity, physical self-concept, and social physique anxiety, respectively. The SPSS version 19 was used to analyze the data for the purpose of this study. Results showed that there were statistically significant differences in physical self-concept and social physique anxiety among the levels of physical activity. There were statistically negative correlations between social physique anxiety and physical self-concept.