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With the global trend of aging, lacking of interpersonal communication and spiritual support and companionship have had a great impact on the mental health of older people living alone. This study examines the multifaceted impacts of engaging in tai chi, ba duan jin, and walking on the mental wellbeing of older people residing alone in urban areas. Additionally, this research aims to explore the association between tai chi, ba duan jin, and walking, and the mental health status of urban older people living alone, by considering the mediating influence of social participation and the moderating influence of the exercise environment. To do so, 1,027 older people living alone in six Chinese cities were investigated using the Physical Activity Rating Scale (PARS-3), the Geriatric Health Questionnaire (GHQ-12), the Social Participation Indicator System Scale, and the Exercise Environment Scale. SPSS 25.0 was utilized for conducting mathematical statistical analysis, specifically for doing linear regression analysis. Additionally, AMOS was employed to develop the study model. We found that a significant negative correlation between tai chi, ba duan jin, and walking and mental health status; among these, tai chi had the greatest impact on the mental health status of urban older people living alone. Social participation mediated the relationship between tai chi, ba duan jin, walking, and mental health status, and the exercise environment had a moderating effect on this relationship. The findings of this study indicate that tai chi, ba duan jin, and walking have a positive impact on the mental health of urban older people living alone, which can be influenced by the mediating efficacy of social participation and the moderating effect of the exercise environment.