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Adolescents and young adults are at high risk for experiencing loneliness, a well-established risk factor for mental health symptoms. Being physically active is known to reduce feelings of loneliness. We explored the association between physical activity and loneliness using the experience sampling method, allowing us to investigate moment-to-moment variations on the within-person level. The sample consisted of 784 participants (58.0% females), aged 15–25 years (mean 16.9 years). They responded to a questionnaire ten times a day for six days. We hypothesized an inverse bidirectional relationship between within-person physical activity and within-person loneliness. Additionally, we hypothesized an interaction effect of the within-person affective valence and of depression and anxiety symptoms. Univariate multilevel models were used. Results did not show a significant association between physical activity …