Background: We examined the potential association between physical activity and lung cancer in women. Methods: In 1986,36,929 women from Iowa, who were free of prior cancer, completed a questionnaire regarding physical activity, smoking, body mass index, and other life-style factors. Women were followed through 2002 for cancer incidence. Results: After adjusting for potential confounders, women with high physical activity levels were less likely [hazard ratio, 0.77; 95% confidence intervals (CI), 0.64-0.94] to develop lung cancer than women with low activity levels. This hazard ratio was 0.72 (95% CI, 0.55-0.94) in current smokers and 0.63 (95% CI, 0.43-0.92) in former smokers, but was not significant in never smokers. Conclusion: These results suggest that physical activity might reduce the risk of lung cancer in women who are current or former smokers.