The Nuffield Health Healthier Nation Index, which surveyed 8,000 people in the UK and 675 in Scotland, found 68 per cent of Scottish people have failed to meet NHS recommendations on exercise.
More than 40 per cent said their mental health had worsened, with money, work and health issues top concerns.
Judy Murray, ambassador for the Healthier Nation Index, highlighted the importance of getting people active.
“Good physical and mental health are intrinsically linked and the Index shows that the pandemic has had a significant impact not only on the nation’s mental health – but also on our ability to exercise,” she said.
"The focus must now be on helping people get active to make sure we don’t store up problems for the future.
"We need to make sure everyone has the tools they need to look after their mental and physical health, and everyone should see 2021 as a critical opportunity to prioritise their health and wellbeing.”
One third of Scots (32 per cent) said their physical health is worse than it was this time last year, while 68 per cent said they had not met NHS exercise recommendations of 150 minutes of moderate intensity activity or 75 minutes of high intensity activity a week.
Moderate intensity activity includes brisk walking or pushing a lawn mower, while jogging or walking up stairs are considered high intensity.
The main barrier to undertaking more physical activity in Scotland was a lack of motivation or energy, with 61 per cent of respondents citing this.
Other reasons included a lack of time due to work (47 per cent), a dislike of exercise (39 per cent) and the impact of lockdown, as 36 per cent said they had got out of the habit of exercise and found it difficult to restart.
Eating habits have also been affected, with almost half of respondents saying they used food as a treat during lockdown, and 26 per cent using alcohol as a treat.