Objective <p>The aim of this study was to assess the associations of days of participating in muscle-strengthening exercise (MSE) with depressive and anxiety symptoms in a large sample of Chinese children and adolescents.</p> Methods <p>Cross-sectional data on 67,281 children and adolescents in Shenzhen, China was used. Days of MSE (0─7 days), depressive and anxiety symptoms, sociodemographic information, were measured using self-reported questionnaires. Multilevel multivariable logistic regressions were used to assess the associations of days of MSE with depressive and anxiety symptoms. Results were presented as odds ratio (OR) with 95% confidence interval (CI).</p> Results <p>67,281 participants (13.3 ± 1.7 years, 48.1% girls) were included in this study. In the overall sample, we found a negative association of days of MSE with depressive symptoms (e.g., OR for 1&#xa0;day: 0.83, 95% CI: 0.79–0.87; OR for 6 days: 0.76, 95% CI: 0.67–0.86). OR for anxiety symptoms decreased as days of MSE increased up to 6 days per week (1&#xa0;day: 0.87, 95% CI: 0.83–0.92; 6 days: 0.79, 95% CI: 0.76-1.00), and a slight increase for 7 days (0.96, 95% CI: 0.89–1.05). Furthermore, the associations were mostly consistent across both sexes (i.e., boys and girls) and different school groups (i.e., primary, middle, and high school).</p> Conclusion <p>Findings of this study demonstrate the negative associations of days of MSE with depressive and anxiety symptoms. It is recommended that children and adolescents can engage in more MSE for mental health promotion.</p>