The COVID-19 pandemic has become a worldwide public health concern. People experienced a prevalent decline in well-being, retrogression in mental health, and psychological distress such as stress, anxiety, depression, and feelings of isolation. Physical activity has traditionally been paramount in treating mental health issues. This study aimed to assess the impact of physical exercise engagement among the tertiary students' mental health in MSU-IIT amidst the COVID-19 pandemic. A total of 300 respondents participated in the descriptive-quantitative research study. Based on the study result, the respondents engaged in moderate to light physical activity for 30-60 minutes each day during and outside their P.E. classes. Dance, jogging, stretching, and sports are the physical exercise engagement of the respondents. Significant correlation of physical exercise engagement to the mental health status of the respondents reveals that physical exercise has a low negative correlation to psychological distress at r= -0.481, and there is a significant relationship at p=0.000. It also shows that physical exercise has a moderate negative correlation to depression severity at r= -0.619, and there is a significant relationship at p=0.000. It further reveals that physical exercise has a moderate negative correlation to anxiety disorder at r= -0.699, and there is a significant relationship at p=0.000. It further implies that increasing physical activity will help stimulate and reduce the psychological suffering response of mental health. Thus, it is recommended that physical exercise succor and benefit everyone's mental health.