This study aims to explore police students’ self-rated mental health and physical activity levels and the relationship between them. Based on longitudinal and cross-sectional data (N = 722), two scales on mental health orientation were developed. The scales and levels of physical activity were analyzed using t-test, ANOVA, and X2. During police education, (1) the level of physical activity decreases for men, (2) there is a decline in positive health orientation for both sexes, and (3) women report a more negative health orientation. This raises questions regarding whether “enough” is done to provide police students with sufficient conditions for improving their health.