Context: Mental health problems are extremely common all over the world and contribute significantly to illness and impairments. There is an acknowledged need for interventions that focus on prevention to foster mental health, and to fulfill this need, sports offer a promising way to promote mental health and avoid the beginning of a mental illness. In this study, a literature review is presented about the association between sports participation and mental health across the lifespan. Objectives: To determine the association between sports participation and mental health and get information about the mental health benefits that can be achieved by increased participation in sports, both by the general public and professional athletes at any age. Methods: To conduct the literature review, a search on different databases was carried out for research articles with the key terms "sports participation” and “mental health" to find their association. Results: Participation in sports was found to be positively associated with psychological well-being and connected with fewer mental health problems. Sports participation was associated with higher self-esteem and a lower risk of anxiety, depression, and social-behavioral inhibition in adolescents. Sports participation led to reduced smoking and a type of personality that was resistant to alcohol and drug addiction. Sports club membership, high or moderately frequent sports participation, participation in outdoor sports, team sports, contact sports, and competition were all linked to fewer internalizing problems. Conclusions: Participation in sports is beneficial to the mental health of children, adolescents, and adults. Team sports and sports clubs are especially advantageous for mental health due to social and psychological support. Creating opportunities for sports participation can lead to the promotion of mental health.