Sports and physical activity are widely recommended, both as guidelines and in clinical practice, because of their broad range of positive effects on health, depression, anxiety, and psychological well-being. While several studies have examined the anti-depressive and anxiolytic effects of physical activity in clinical populations, and fewer studies have focused on the nonclinical populations, the relationship between tennis and well-being has not been clearly investigated. This study was carried out with 76 student volunteers from Kocaeli University (Turkey) who had chosen tennis lessons as their University. The tennis exercise program consisted of 90-minute basic tennis skills lessons for 13 weeks. At the beginning and at the end of the study, the students were given the Symptom Checklist-90-Revised (SCL-90-R), the Beck Anxiety Inventory (BAI), and the Beck Depression Inventory (BDI) scales, and were evaluated by the DeWitt-Dugan Tennis Service Test, the DeWitt-Dugan Speed Test, and the Dyer Backboard Tennis Test. Upon evaluating the students' pre- and post-test scores, we concluded that their BDI and BAI scores had significantly decreased, with the most significant decreases seen in several sub-scores of the SCL-90-R; their tennis skills, meanwhile, increased significantly. This study shows that partaking in tennis exercise once a week decreases depression and anxiety symptoms and enhances well-being in healthy young people.