The COVID-19 pandemic situation threatens the health of people globally, especially adolescents facing mental problems such as depression, anxiety, and obsessive-compulsive disorder due to constant COVID-19 stress. The present study aimed to provide basic data highlighting the need to alleviate COVID-19 stress among adolescents by promoting physical activity participation and strengthening self-concept clarity (SCC). To examine the relationships among participation in physical activity, SCC, and COVID-19 stress in pandemic-like conditions, the study was conducted on middle and high school students aged 14 to 19 and an online survey was conducted on 1046 Korean adolescents (521 male and 525 female students in the preliminary survey and main survey). Frequency, reliability, confirmatory factor, descriptive, and path analyses were performed using SPSS and AMOS 18.0. Participation in physical activity exerted a positive effect on SCC (
< 0.001) as well as a negative effect on COVID-19 stress (
= 0.031). Our findings also indicated that SCC exerted a negative effect on COVID-19 stress (
< 0.001). Regular participation in physical activity and strong SCC are also fundamental elements for alleviating COVID-19 stress. Given these results, state and local governments and educational institutions should encourage youth to participate in sports by suggesting policies, providing guidelines, and offering education. Such information may allow adolescents to endure and overcome COVID-19 stress during this critical period of life.