Background: Overweight and obesity are major public health concerns worldwide, as they increase cognitive dysfunction and depression among diabetic and obese individuals. Studies have shown that increased physical activity decreased cognitive impairment and depression in such persons. However, a comparison of physical activity, cognitive function and depression among Thai adolescences who are underweight, normal weight, overweight, and obese has never been investigated. In addition, it is known that physical activity was associated with cognitive and brain function in people of all ages. Moreover, physical activity can be used as tool for the treatment and prevention of psychiatric diseases. However, the associations of physical activity with cognition and mental health problem such as depression in Thai adolescents with underweight, overweight, and obese have never been investigated. Objectives: This study compared the levels of physical activity, cognitive function and depression among Thai adolescents who were underweight, overweight and obese. In addition, the associations of physical activity with cognitive impairment and depression were also studied. Materials and methods: 212 adolescents were divided into five groups depending on their body mass index (BMI) classifications as followed as: 1) normal weight group (n=66), 2) underweight group (n=41), 3) overweight group (n=38), 4) obesity type 1 group (n=37), and 5) obesity type 2 group (n=30). After that, assessments of physical activity, cognitive function and level of depression were conducted for all the participants. The measurement outcomes of this study including physical activity components, cognitive performance, and depression severity were measured in all groups. In this study, multi-factor ANOVA was used to compare the difference between physical activity, depression, and TMT scores among the groups. The multiple correlation analysis was used to analyze the correlation between physical activity and its associated factor in each group. P value <0.05 was statistically significant. Results: Levels of total physical activity and depression were decreased in adolescents who were underweight, obese type 1 and obese type 2. In contrast, cognitive level was decreased in adolescents with only obesity type 2. It was interesting that level of total physical activity in adolescents with obese type 2 was significantly decreased when compared with overweight adolescents, while the total physical activity between obesity type 1 and 2 adolescents showed no significant difference. It is possible that severity of obesity type 2 was higher than that for overweight persons, while the level of severity between obese type 1 and 2 individuals may have little difference in this study. Moreover, our results showed that the level of physical activity only in leisure time in adolescents with obesity type 2 was lower than that in those overweight. It is possible that physical activity during leisure time may be a major factor in inducing a difference in the level of total physical activity between adolescents with obesity type 2 and those overweight. Conclusion: Level of total physical activity in Thai adolescents with obesity type 2 was decreased via decreased physical activity during leisure time. It is possible that the decrease of physical activity during leisure time may be a major factor in the decrease of total physical activity in Thai adolescents with obesity type 2.