Pre-menstrual syndrome is an emotional and physical symtoms experiencedbefore menstruation caused by increased estrogen level. Physical exercise is one of treatment in order to decrease pre-menstrual syndrome, because it causes increased endorphin which can prevent the increasing of estrogen. The aim of this study is to know the relation between physical exercise or sport activity with pre-menstrual syndrome. The research used cross-sectional method. Sample of this research was 66 respondent who filled out questionnaries on one time, then determine univariat analysis and bivariat analysis, using chi square. The result of research show that 7 respondents who exercise regularly experienced a moderate pre-menstrual syndrome. Besides,31 respondents who are not regulary doing physical exercise experienced severe premenstruation syndrome, the p value is 0,008 (<0,05) with odd ratio on irregular excercise has risk to suffer moderate-severe pre menstruation syndrome 3,786 times bigger than they who did physical exercise regularly and 3,167 experinced pre-menstruation syndromemilder than who done excercise regulary. In conclution, there is a relation between physical activity with pre-menstrual syndrome on grade XI female student at SMAN 1 Sentolo.