Objective: The aim of this study is to determine the dose-response relationship between physical activity and anxiety symptoms. Methods: We included data of 124,434 participants who had comprehensive health-screening examinations from January 1st, 2012, to December 31st, 2016, in Kangbuk Samsung Hospital, Seoul and Suwon, South Korea. We measured the level of physical activity using the International Physical Activity Questionnaire-short form (IPAQ-SF) and estimated anxiety symptoms using the Beck Anxiety Inventory (BAI). BAI scores of 19 and above were defined as cases. Logistic regression was used to analyze the association between physical activity and BAI-defined anxiety. Furthermore, we assessed whether sex differences might affect the relationship between physical activity and BAI-defined anxiety by stratifying our data. Results: Compared with the sedentary group (0-600 METs-min/week), individuals achieving 600-6,000 METs-min/wk had a significantly lower risk of BAI-defined anxiety with a U-shaped relationship in general adults. After stratifying our data by sex, we found that optimal ranges of physical activity were 600-9,000 METs-min/wk for men, but 1,200-3,000 METs-min/wk for women. Conclusion: We identified a U- or J-shaped association between physical activity and anxiety symptoms, suggesting an optimal dose and upper limit of physical activity for decreasing anxiety symptoms. Optimal levels and upper limits of physical activity for reducing anxiety symptoms were higher for men than for women.