To examine the associations between physical activity (PA) levels and mental health in children and adolescents with intellectual disabilities (IDs) during the COVID-19 pandemic, 117 participants aged between 6 and 17 years with IDs from 10 Hong Kong special schools were included. There were positive dose--response associations between PA (i.e., light PA, moderate PA, and vigorous PA) and mental health, and participants with higher levels of moderate-to-vigorous PA (MVPA) and self-concept (SC) had better social quality of life (QoL) than those with lower levels of MVPA and SC. Moreover, personal and environmental factors such as age, body mass index, school, sex, ID level, and parental education level influenced the PA levels and QoL in children and adolescents with IDs.