<p>The current study aimed to (1) assess the mediating effect of physical self-concept between moderate-to-vigorous physical activity (MVPA) and psychological ill-being in adolescents with attention-deficit/hyperactivity disorder (ADHD); and (2) explore potential moderating effects of participants’ age, maternal education level, and socioeconomic status. Sixty-one adolescents aged 12–17 with ADHD met the inclusion criteria (M_age = 14.46 ± 1.51 years). MVPA levels were assessed with accelerometers worn around their waist for seven consecutive days. Physical self-concept and psychological ill-being (i.e., depression, anxiety, and stress) were examined using questionnaires. Pearson correlations among those variables were examined. Mediation analyses were performed with adjustments for confounders. Moderator analyses were also conducted. Physical self-concept partially mediated the association between MVPA and depression, explaining 23% of the variance. Meanwhile, physical self-concept partially mediated the association of MVPA with stress and the indirect effect accounted for 20% of the variance, mainly driven by the appearance dimension. Age significantly moderated the path from physical self-concept to depression, while socioeconomic status moderated the direct effect of MVPA on depression. Additionally, maternal education level significantly moderated the association between physical self-concept and stress. Methods to prevent depression and stress in adolescents with ADHD should include the effort to promote MVPA levels, which could increase the level of physical self-concept, especially the positive self-perception of appearance in this population. Notably, older adolescents with ADHD and those with low maternal education attainment and low socioeconomic status might benefit more from MVPA in this context.</p>