The positive effects of physical exercise on the human body are already well-known. However, it might also affect the mind of human beings in a positive way. The present cross-sectional study deals with the differences between sportive and less active pupils of 7th and 8th grade classes with a particular focus on their personality traits of anxiety and self-esteem. A total of 135 pupils, of which 91 were female and 44 were male, attending 7th or 8th grade classes in three different Grammar Schools in Styria, Austria, participated in the empirical study. To judge the pupils physical activity, an individually designed questionnaire covering both socio-demographic data and data on sport habits was handed out. The trait of anxiety was measured with the model by Thurner and Tewes (1972) and supplemented by Schütz and Sellins (2006) multidimensional scale for measuring self-esteem. Testing was conducted in groups and during regular school hours. The results gained indicate a positive relation between physical exercise and self-esteem. While boys generally tend to have a higher self-esteem than the girls questioned, the findings on anxiety do not show differences between the two sexes. Neither did the study show that there is a relation between physical exercise and anxiety. The personality traits of anxiety and self-esteem correlate negatively: The more anxious a person, the lower their self-esteem. The present study was able to verify hypotheses gained from literature. The assumptions related to anxiety had to be dismissed, which may be due to the implementation of a slightly outdated research method. It is furthermore important to state that pupils may have given incorrect information on how much time they spend exercising. It would therefore be crucial to clearly identify which activities might count for physical activities in further research.