Relative risk among exposure groups in prospective cohort studies is based on the assumption that all subjects are exposed at the level recorded at baseline throughout the study. Changes in risk behavior during follow-up will dilute the relative risk. This prospective cohort study in Copenhagen, Denmark, between 1964 and 1994 included 30,640 men and women; 19,149 were examined twice, with an interval of 6.7 (standard deviation, 3.4) years. Relative risks calculated from baseline measurements for moderately active and sedentary groups compared with the highly active group were 1.11 (95% confidence interval: 1.05, 1.18) and 1.64 (95% confidence interval: 1.53, 1.75), respectively. The relative risk between the highly active group and the sedentary group decreased with increasing follow-up time. When intraindividual changes in physical activity level during follow-up were taken into account, the relative risk of physical inactivity was 24-59% higher compared with the relative risk estimated from baseline measurements. The risk of a sedentary lifestyle is underestimated when it is calculated from one baseline measurement in prospective studies, because subjects change behavior during follow-up.