Engaging in physical exercise is essential in enhancing one's mental and physical well-being. There have been several studies that have shown that participating in regular physical exercise leads to a reduction in stress, an improvement in mood, and a decreased incidence of psychological disorders such as anxiety and depression. Among a sample of 87 healthy volunteers, the purpose of this research was to investigate the association between the objectively measured amount of energy expenditure and the psychological consequences of depression, anxiety, and stress. Both personal information from the DASS-21 questionnaire and the usage of the SenseWear wristband were used in the research project to monitor the amount of energy expended over seven consecutive days. The findings show a statistically significant inverse link between energy consumption and depression (r = -0.238, p = 0.026). This suggests that more significant energy expenditure is related to lower depression levels. On the other hand, no significant connections were discovered between the amount of energy used and either the anxiety (r = -0.071, p = 0.516) or stress (r = -0.196, p = 0.068). After correcting for the Body Mass Index (BMI) and age, multiple linear regression analysis indicated that energy expenditure significantly predicted reduced depression ratings (B = -2.813, p = 0.019). Additionally, BMI was shown to be significantly connected to more significant depression (B = 0.215, p = 0.041). This study accomplishes with a summary of the accumulating indication for mental health benefits of physical activity, especially for depression. The strong correspondence of energy expenditure and lower depressive symptoms verifies the significance role of the physical activity component intervention in improving depression level. Although these data imply that physical exercise plays a substantial role in lowering depression, the effects of physical activity on psychological stress and anxiety may be more complex, perhaps dependent on other variables such as the intensity of the activity and the individual's degree of stress. Further study is required, especially in non-Western cultures, to investigate these linkages and provide information that may be used to design culturally adapted solutions.