Lack of physical activity can adversely affect university physical and psychological well-being. However, little is known about physical activity among young students, where rapid urban-industrial transformation may negatively affect psychological health well-being. Thus, this study examines the relationship between physical inactivity and psychological well-being in undergraduate female health college students at a public university in Riyadh (n= 274). A cross-sectional correlation design was utilized. Physical activity was measured using the International Physical Activity Questionnaire and the 12-item General Health Questionnaire. The dimensions of the General Health Questionnaire included anxiety, depression, and social discomfort. Three physical activity levels are vigorous, moderate, walking, and sitting (immobility). Almost 80% of students performed a low-intensity activity, with more than 84% sitting (immobility) for more than 9 hours daily. The mean body mass index (BMI) was 23.16, with 30% being in the overweight to morbidly obese category. Social discomfort was significantly negatively correlated with immobility (r =-0.19, p = 0.003). No other significant relationships were found between anxiety, depression, and other physical activity levels. The medical and pharmacy college students sat more than those in the nursing college (f = 4.22, p = 0.016). The age of students was significantly negatively correlated with walking (r =-0.19, p = 0.05) and significantly positively correlated with the setting (r =.137, p = 0.02). Students' GPAs were significantly negatively correlated with vigorous activity (r =-.368; p = 0.03). Other socio demographic data, such as marital status, family income, place of residence, and BMI, showed no significant relationships with physical activity levels. Physical activity may reduce social discomfort in female health college students. However, further research is needed to establish whether this causal relationship exists in other female college student populations.