The martial arts have become an increasingly popular form of leisure that draws a broad, diverse group of participants. This study explores the relationships between martial arts participation, anxiety, self-worth, and locus of control. This study consists of two datasets: the first compares martial artists to non-martial artists. My findings show that compared to non-participants, individuals who participate in martial arts training exhibit less anxiety (Zung 1971), greater self-worth (Rosenberg 1965), and a more internalized locus of control (Rotter 1966). The second dataset consists of a survey of 300 martial artists. Qualitative data were analyzed in order to examine the meaning of martial arts participation through the voices of martial artists themselves. Respondents indicated that they participated in martial arts for mental health benefits, including stress relief, as a way to deal with PTSD, and to cope with depression.