Sports interest is the internal driving force for students to actively participate in sports activities, and when students become interested in sports activities, they will devote themselves to them to improve their sports skills and fully enhance their mental health. This paper takes a number of senior vocational schools in Jiangsu province as the research object, and obtains research data by using physical activity participation scale and mental health scale as the research tools. Then a multiple linear regression model was introduced to construct a research model between the participation in sports activities and mental health level of senior vocational students. On the basis of normality verification and correlation analysis, the relationship between higher vocational students’ physical activity participation and mental health level was verified by benchmark regression, and the reliability of the results was analyzed by robustness test. The results show that if the participation rate of vocational college students in sports activities increases by 1%, the mental health level of the students will rise0.126% and there is obvious regional heterogeneity in the relationship between the two, with the southern part of Jiangsu being relatively strong and the northern part relatively weak. In the context of the integration of sports and education, higher vocational colleges should enrich the types of sports activities to provide guarantees for meeting the diverse needs of students’ sports activities, thereby enhancing students’ mental health levels.