Physical fitness is a key element of a healthy life, and being overweight or lacking physical exercise will lead to health problems. Therefore, assessing an individual’s physical health status from a non-medical, cost-effective perspective is essential. This paper aimed to evaluate the national physical health status through national physical examination data, selecting 12 indicators to divide the physical health status into four levels: excellent, good, pass, and fail. The existing challenge lies in the fact that most literature on physical fitness assessment mainly focuses on the two major groups of sports athletes and school students. Unfortunately, there is no reasonable index system has been constructed. The evaluation method has limitations and cannot be applied to other groups. This paper builds a reasonable health indicator system based on national physical examination data, breaks group restrictions, studies national groups, and hopes to use machine learning models to provide helpful health suggestions for citizens to measure their physical status. We analyzed the significance of the selected indicators through nonparametric tests and exploratory statistical analysis. We used seven machine learning models to obtain the best multi-classification model for the physical fitness test level. Comprehensive research showed that MLP has the best classification effect, with macro-precision reaching 74.4% and micro-precision reaching 72.8%. Furthermore, the recall rates are also above 70%, and the Hamming loss is the smallest, i.e., 0.272. The practical implications of these findings are significant. Individuals can use the classification model to understand their physical fitness level and status, exercise appropriately according to the measurement indicators, and adjust their lifestyle, which is an important aspect of health management.