<p>Previous studies have established that neighborhood environments influence mental health (MH), but the mediating role of physical activity in this relationship remains underexplored. Additionally, there is a lack of longitudinal research that investigates how neighborhood environments affect MH through physical activity pathways. We aimed to (1) analyze the cross-sectional relationships and longitudinal changes between neighborhood environments and MH, considering the mediating role of physical activity, and (2) investigate the urban-rural disparities in these associations. Data came from 15,470 adults in the 2010 and 2014 waves of the China Family Panel Studies. We applied multilevel structural equation modeling to examine cross-sectional and longitudinal relationships between neighborhood environments and MH via the pathway of physical activity. Cross-sectional results indicated that environmental aesthetics were positively associated with MH. The count of leisure facilities and environmental aesthetics were indirectly and positively associated with MH through participating in more physical activities. Meanwhile, there was no strong evidence on the association between longitudinal changes in neighborhood environments and longitudinal changes in MH. We also observed notable urban-rural variations in how neighborhood environments relate to MH. Environmental aesthetics were positively associated with MH in rural China, and physical activity did not mediate these associations. These findings suggested that improving access to sports and exercise facilities and enhancing environmental aesthetics and encouraging more physical activities could improve MH, especially in rural Northern China.</p>