This study examined the association between physical activity (PA) levels and life satisfaction for middle school students from Macau, Taipei, and Qianjiang. A total of 1002 middle school students (grades 7 to 9) were recruited in 2015 from three cities (Macau, N = 322; Taipei, N = 325; and Qianjiang, N = 355). Physical Activity Rank Scale-3 was used to evaluate the frequency, intensity, and duration of the PA. Further, students’ PA behaviors and life satisfaction were assessed using the Multidimensional Students’ Life Satisfaction Scale (MSLSS) devised by Zhang. Descriptive statistics, Pearson’s correlation, t-test, and one-way ANOVA were conducted to process the data. In both Macau and Taipei, the life satisfaction of adolescents was significantly associated with adolescents’ amount of PA (p < 0.05). A significant relationship was observed between self-satisfaction and PA in students from both Macau and Taipei (p < 0.05). The study results indicate the importance of life experience in PA. The more PA that a student engaged in, the higher the level of life satisfaction they obtained. There was a significant difference in the overall life satisfaction among adolescents in Macau, Taipei, and Qianjiang.