Increased physical activity has been associated with a reduction in the incidence and mortality from all-site cancer and some site-specific cancers in samples of primarily nonsmoking individuals; however, little is known about whether physical activity is associated with similar risk reductions among smokers and ex-smokers. This study examined physical activity in relation to all-site cancer and lung cancer incidence and mortality in a sample of current and former smokers (n = 7,045; 59% male; 95% Caucasian; mean age, 63 years) drawn from the beta-Carotene and Retinol Efficacy Trial, a lung cancer chemoprevention trial. Hazard rate ratios and 95% confidence intervals associated with a 1 SD increase in physical activity were 0.86 (0.80-0.94) for all-site cancer only among men, 0.84 (0.69-1.03) for lung cancer only for younger participants, 0.75 (0.59-0.94) for cancer mortality among younger participants and 0.68 (0.53-0.89) among women, and 0.69 (0.53-0.90) for lung cancer mortality only among women. These results suggest that incidence may be more attenuated by physical activity for men and mortality more attenuated for women. Effects may be more pronounced for younger people and may differ inconsistently by pack-years of smoking. Physical activity may play a role in reducing cancer risk and mortality among those with significant tobacco exposure. Prospective studies using more sophisticated measures of physical activity assessed at multiple time points during follow-up are needed to corroborate these associations.