Abstract Background Physical activity plays a crucial role in promoting health, notably in mitigating anxiety symptoms. However, limited research has explored how different intensities of physical activity uniquely influence anxiety. This study investigated the dose‒response relationship between Chinese adolescents’ 24-h activity behavior and anxiety symptoms using compositional data analysis (CoDA). Methods The temporal distribution of 24-h activity behaviors of 176 adolescents was objectively measured by accelerometers, and anxiety symptoms were assessed by the Self-Rating Anxiety Scale (SAS). Data were analyzed using CoDA and the isotemporal substitution model to statistically modify the intensity and duration of exercise in predicting anxiety. Results Moderate-to-vigorous physical activity (MVPA), but not light physical activity (LPA), was negatively associated with adolescent anxiety symptoms; SB, SP and anxiety symptoms were positively inter-correlated. Isotemporal substitution analyses indicated that replacing 15 min of other activities with MVPA, or substituting SB with LPA, reduced anxiety symptom levels; conversely, the opposite substitutions increased it. Dose-effect analysis showed that the reallocation between LPA and SB had an equivalent but opposite impact on anxiety symptom levels. Meanwhile, When replacing other activities with MVPA, anxiety levels decreased slowly; when MVPA was replaced by other activities, anxiety levels increased rapidly. Conclusion MVPA is a key factor in alleviating anxiety symptoms, but it is essential to consider adolescents’ 24-h activity behaviors holistically. The primary goal should be to maintain existing levels of MVPA while reasonably promoting the replacement of SB with MVPA, thereby enhancing adolescents’ physical and mental health.