We witness the great development of technology that has brought many benefits, but also problems and challenges. Precisely because of such progress, we have consequently adapted to sedentary lifestyle, insufficient physical activity, unhealthy eating, screenings and a way of life that is not in harmony with the nature. Since numerous researches have shown that regular physical activity strengthens the body, develops motor skills, positively influences human education and social intelligence, positively affects mental health, reduces the risk of many diseases as well as premature death, and improves the general health of humans, naturally comes the conclusion that exercise should be part of general education and culture, or the way of life. The aim of this work is to analyze the findings from many literatures, both domestic and foreign, that deal with physical activity research from the point of view of health. Apart from physical health, we will deal with mental and spiritual health through the ancient Vedic and Yogic teachings that modern man needs more than ever. In other words, the influence of physical exercise on reducing anxiety, stress and risks of many diseases will be shown. Concerning mental and spiritual health, the knowledge of the ancient Vedas will be exposed on the very essence and nature of human being and life itself that can completely relieve us from all mental problems, anxiety, depression and even fear of death. Above everything, such knowledge combined with spiritual practice allows us to taste the nectar of real, true happiness and love we are always thirsty for.