IntroductionScientific literature has now demonstrated the benefits of an active lifestyle for people's psychological health. Based on the above statement, the aim was to (a) evaluate and adjust a structural equation model containing the variables anxiety, self-concept, and Mediterranean diet adherence and (b) contrast the proposed theoretical model by studying the differences between the variables according to the level of weekly physical activity in a sample of 558 university students.MethodsA non-experimental, exploratory, cross-sectional investigation has been proposed. Instruments such as the PREDIMED Questionnaire, the Beck Anxiety Inventory, the International Physical Activity Questionnaire, and the Form 5 Self-Concept Questionnaire were used to collect data.Results and discussionThe results illustrate that students showing low adherence to the Mediterranean diet had higher levels of anxiety (M = 0.95) than those showing a high degree of adherence (M = 0.75). It is also observed that young people with a high degree of adherence to the Mediterranean diet report higher scores in the different dimensions of self-concept compared to young people with a low degree of adherence. In conclusion, it is affirmed that young people who show a high degree of adherence to this dietary pattern show lower levels of anxiety and greater recognition of the different areas of their self-concept.