The purpose of this paper is to determine the association of demographic, psychological, and social factors with physical activity, and to determine whether indicators of physical activity differ in terms of gender among 974 young adults of Albanian nationality from 18 to 29 years of age. Students completed a questionnaire that examined their level of participation in physical activity and behaviours, along with several potential correlates. Hierarchical regression was used to explore the relationship between hypothesised factors and physical activity. On the basis of the obtained results, one can conclude that male students, unlike female students, show a significantly higher level of physical activity. The respondents of both genders who have a higher level of self-efficacy perceive greater benefits of physical activity, greater social support from friends, and come from families where a larger number of family members have higher levels of physical activity. The results of the research suggest the importance of the preparation of a national plan and programme to promote physical activity to help young people change unhealthy lifestyle habits and increase physical activity, thereby to improve their health.