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The purpose of this study was to examine the effects of leisure-time physical activity (LTPA) involvement among older adults suffering from loneliness. Using data released from the Health and Retirement Study in 2008, this study investigated how participation in LTPA leads to well-being such as optimism, life satisfaction, psychological well-being, and positive affect among older adults with loneliness. Results indicated that the LTPA involvement was a significant predictor of optimism, life satisfaction, positive affect, and psychological well-being for older adults with a high level of loneliness. The interesting findings of this study were that LTPA enhanced positive emotions for older adults with loneliness and that positive emotions are one of the important factors in protecting individuals from illnesses.