This study aims to understand the state of emotional exhaustion of Chinese doctors during the COVID-19 pandemic, and explore the role of sports involvement in enhancing doctors' regulatory emotional self-efficacy, reducing stress perception, and alleviating emotional exhaustion. Finally, report the existing problems and make recommendations to the government and hospitals. The researchers constructed a cross-sectional questionnaire survey to collect data. From March to April 2022, using the snowball and convenience sampling methods, a total of 413 valid questionnaires were collected from 13 hospitals in Hunan Province. AMOS 23.0 was used to construct a structural equation model (SEM) with the bootstrapping approach to verify the proposed hypotheses. Doctors with more sports involvement exhibited higher levels of regulatory emotional self-efficacy and lesser perceived stress. Doctors who exhibited higher regulatory emotional self-efficacy had lesser perceived stress. The relationship between sports involvement and emotional exhaustion was mediated by perceived stress and/or regulatory emotional self-efficacy. Therefore, the government and hospitals should strengthen the depth and intensity of implementing the National Fitness Program at the hospital level, instead of just holding short-term activities with a small number of participants, but to cover all medical staff with fitness opportunities.