Objective The objective was to investigate associations between mastery and physical activity with psychological distress in a population-based sample of mid-aged adults.

Method Self-reported measures of psychological distress, mastery and time spent in each of walking, moderate and vigorous physical activity in the previous week were examined in a cross-sectional sample of 7,146 adults aged 40–64 years (M = 53 years, SD = 6.5 years, 42.4% men). Generalized Linear Models were used to examine the inter-relationship between mastery and physical activity with psychological distress.

Results In fully adjusted models, only mastery was significantly associated with psychological distress (β = − 0.12, SE = 0.01, p < .01). There was no significant interaction between mastery and physical activity on psychological distress.

Conclusions Mastery may be an important resource against psychological distress. A sense of control may therefore be a key component for psychotherapeutic interventions to mitigate distress in mid-aged adults.