Background: Women with breast cancer live with the burden of the disease, its treatment, and the psychosocial consequences of illness, often contributing to the experience of psychological distress. At this end, physical activity (PA) is an evidence-based strategy to decrease depressive and anxiety symptoms. However, no study has yet investigated how those psychological symptoms fluctuate and vary during a PA intervention at the individual level, especially for individuals with severe psychological distress. Thus, the aim of the present study was to examine the effects of a 12-week remote PA intervention on daily level of depressive and anxiety symptoms among women with breast cancer and severe depressive or anxiety symptoms. Method: A N-of-1 study followed an ABA’ design was conducted. Each A phase (2-week) represents pre- and post-intervention phase and B phase (12-week) represents the intervention phase. For the whole 16 weeks, participants received a daily prompt to report their depressive and anxiety levels. The intervention combined 2 to 3 (un)supervised remote PA sessions per week coupled with weekly text messages. Results: Sixteen participants completed the intervention. A significant decrease of depressive and anxiety symptoms was found for 9 and 7 participants, respectively. Different temporal patterns of depressive and anxiety were observed during and after the intervention. Interestingly, the impact of PA intervention was generally not immediate and gradual. Conclusion: This study supports the utility of remote PA intervention to improve depressive and anxiety symptoms in women with breast cancer and poor mental health.