This study aimed to analyse the association between amateur cycling training volume and physical and psychosocial health. A cross-sectional study was developed, via self-reported survey, among 1669 cyclists and 1039 controls, where analysis of variance and hierarchical multiple linear regression test were developed. Independent of gender, high volumes of amateur endurance cycling practice benefited cyclists’ body mass index and male cyclists’ physical conditioning, while psychosocial health did not differ among the training volume groups. Hierarchical multiple linear regression analysis highlighted the contribution of training volume to lower cyclists’ body mass index and better male cyclists’ physical conditioning. All cyclist groups presented better physical and psychosocial health than controls. High volumes of amateur endurance cycling training were associated with better physical health without jeopardizing psychosocial health. The practice of amateur endurance cycling, both in low and high volumes, was associated with better physical and psychosocial health compared with inactivity.