The 13-year mortality from BMI, body fat (BF), and fat-free mass (FFM) was examined among active and sedentary adults. In total, 2,819 men and women aged 35-65 years in 1987/1988, participating in the Danish MONICA project, were included, and followed for 13.6 years for total mortality. In men, physical activity modified the health hazard of both a high and a low BMI, and the U-shaped association disappeared among the active (hazard ratio (HR) = 0.86, CI: 0.72-1.02). Among active men, FFM was inversely related to mortality (HR = 0.55, 95% CI: 0.40-0.77) whereas a direct positive trend was seen for BF. Among women, physical activity modified association between BMI and mortality, but the U-shaped association remained among the active. Among women, no significant associations were found between either BF or FFM and total mortality. All effects were independent of waist- and hip-circumferences. In conclusion, among men, physical activity may play an important role for the prevention of early mortality beyond its direct effects, by modifying the health hazard of both a high and a low BMI, and by lowering the risk associated with a high BF or a low FFM. Among women physical activity lowers mortality, but an effect-modifying potential of physical activity on associations between BMI or body composition could not be identified.