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Identifying risk clusters of stress, anxiety and depression, taking into consideration social support and coping, two important factors through which leisure time physical activity may have stress-reducing effects, may lead to more effective exercise treatment strategies for stress. The aim of this study was to investigate whether stress, social support and coping cluster in meaningful ways in the general adult population, and whether individuals of these clusters also differ in anxiety, depression and different types of leisure time physical activity.Cross-sectional study in a randomly chosen community based sample of adults in the Flemish region of Belgium.A sample of 2616 Flemish adults, aged 18–75, completed two self-report computerized questionnaires on mental health, physical activity and demographic characteristics in the presence of a scientific staff member.Three reliable clusters were identified in both males and females. The first cluster showed high levels of stress and ineffective coping and low levels of social support. The second one showed the opposite, and the third one an intermediate profile. Anxiety and depression were highest in persons of the stressed cluster and diminished gradually over the intermediate and the nonstressed ones. Sports participation and not other types of leisure time physical activity was significantly lower in the stressed cluster.By means of cluster analysis, risk groups of stress, anxiety and depression in adult males and females can be identified. Sports participation may have a beneficial effect in these at-risk groups.