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Physical inactivity constitutes a pressing societal problem. To realize physical activity's (PA) potential as a key health resource, mechanisms of PA engagement need to be understood. Laboratory and interventional studies documented that exercise relates to affective well-being (AWB) and suggested that AWB may shape PA behaviour. Digitalization enabled the investigation of how PA relates to AWB in everyday life, but findings from individual studies are ambiguous. Here we compiled 67 datasets (55.2% of eligible records) including 321,345 smartphone-based AWB ratings and nearly 1,000,000 h of accelerometer-measured PA (N = 8,223 participants) until December 2023 to clarify the nature and extent of PA-AWB associations. One- and two-stage individual participant data meta-analyses reveal that momentary AWB is associated with both prior (within, r = 0.05, 99.2% confidence intervals (CI) 0.03 to 0.06; between, r = 0.08, 99.2% CI 0.04 to 0.12) and subsequent (within, r = 0.04, 99.2% CI 0.03 to 0.05; between, r = 0.08, 99.2% CI 0.04 to 0.13) short-term PA in everyday life. Within persons, PA displays a positive association with energetic arousal, positive affective states and valence, yet a negative relation to calmness. The practical effect sizes are comparable to other daily life activities, with energetic arousal evincing the strongest relation to PA. Considerable heterogeneity in associations across individuals can be partially explained by sociodemographic moderators. Between participants, PA relates to positive affective states. The results document the critical relevance of PA-AWB relations in everyday life. They can contribute to the revision and development of health behaviour models and establish a starting point to approach behavioural, physiological and neuronal mechanisms underlying PA-AWB associations.