Abstract: Objective: To analyze the psychological impact of exposure to conflict zones on active-duty soldiers and to evaluate the role of physical activity as a mitigating factor against stress-related effects. Background: Combat exposure is associated with increased psychological stress, sleep disturbances, and reduced well-being among military personnel. Understanding modifiable protective factors like physical activity is crucial for improving resilience and mental health in operational settings. Method: A total of 261 male Colombian Army personnel participated in the study. Standardized psychological scales (STAI, LES, UCLA Loneliness Scale, AAQ-II, PSS-14) and custom questionnaires assessing sleep, happiness, and physical activity were used. Statistical analyses included t-tests and ANOVAs to examine group differences and correlations. Results: Soldiers exposed to traumatic events or prolonged time in red zones reported significantly lower sleep quality and happiness levels. Those engaging in more than 120 minutes of physical activity per day reported significantly lower perceived stress scores compared to less active peers. Conclusion: Exposure to conflict zones adversely affects psychological well-being, particularly in sleep quality and happiness. However, increased physical activity is associated with lower perceived stress, suggesting its protective role. Application: These findings support the integration of structured physical activity programs as a practical and scalable intervention to promote resilience and reduce stress among active-duty military personnel.