This paper examines the effects of daily exercise time on the academic performance of junior high school students in China, with an attempt to figure out the most appropriate daily exercise time for students from the perspective of improving students' test scores. By dividing the daily exercise time into five sections to construct a categorical variable in a linear regression model as well as using another model to draw intuitive figures, I find that spending both too little and too much time on physical activity every day would have adverse impacts on students' academic performance, with differences existing in the impacts by gender, grade, city scale, and location type of the school. The findings of this paper carry implications for research, school health and education policy and physical and general education practice. The results also provide recommendations for students, parents and teachers.