BACKGROUND: The COVID-19 pandemic has arguably facilitated a shift toward increased sedentariness and reduced physical activity. Moreover, there is mounting evidence that mental health has also declined during the pandemic. However, it remains unknown to what extent social distancing (SD) behaviors and mental health have affected the physical activity levels of the general population. OBJECTIVE: The purpose of this study was to determine the influence of SD behaviors and prevailing mental health on the odds of being physically active during the early COVID-19 pandemic response. METHODS: A total of 4819 adults (2474/4819, 51.3%, female) from the US population with a median age of 46 (IQR 35-59) completed an online survey during the early pandemic response (April-June 2020). The survey included questions on adherence to 11 SD behaviors, and validated questionnaires which assessed self-reported physical activity, depression, anxiety, and mental well-being. Respondents were categorized into 2 physical activity groups: inactive (0-599 metabolic equivalent of task [MET]-minutes/week) and active (≥600 MET-minutes/week). A logistic generalized additive model (GAM) was used to determine which SD factors and mental health outcomes were associated with physical activity level. RESULTS: The GAM analysis revealed that wearing a facemask in public (odds ratio [OR] 1.46, 95% CI 1.14-1.79; P=.003), limiting the use of public transport (OR 1.47, 95% CI 1.19-1.83; P=.001), and restricting travel outside the house (OR 1.56, 95% CI 1.19-2.05; P=.002) were SD behaviors associated with higher odds of being more physically active. Conversely, avoiding physical activity outside the house was associated with higher odds of being inactive (OR 0.52, 95% CI 0.46-0.63; P<.001). Leaving the house more frequently, and a higher mental well-being were associated with increasing odds of being physically active (P<.001). Engaging with a moderate number of SD behaviors (3-7 total) was positively associated with physical activity, whereas a very high SD vigilance (ie, engaging with ≥10 total behaviors) decreased the odds of being active during the early pandemic response. CONCLUSIONS: Based on the findings of our study, we suggest that future public health messaging of SD guidelines should include (1) a clear portrayal of the benefits of regular exercise on mental health; and (2) a specific focus on how to be physically active outdoors in a COVID-safe manner.