Scientific evidence for the primary prevention of cancer caused by physical activity of regular moderate-intensity or greater is rapidly accumulating in this field. About 300 epidemiologic studies on the association between physical activity and cancer risk have been conducted worldwide. The objectives of this paper were three-fold: (i) to describe briefly the components of physical activity and its quantification; (ii) to summarize the most important conclusions available from comprehensive reports, and reviews of the epidemiologic individual and intervention studies on a role physical activity in cancer prevention; (iii) to present proposed biological mechanisms accounting for effects of activity on cancer risk. The evidence of causal linked physical activity and cancer risk is found to be strong for colon cancer - convincing; weaker for postmenopausal breast and endometrium cancers - probable; and limited suggestive for premenopausal breast, lung, prostate, ovary, gastric and pancreatic cancers. The average risk reductions were reported to be 20-30%. The protective effects of physical activity on cancer risk are hypothesized to be through multiple interrelated pathways: decrease in adiposity, decrease in sexual and metabolic hormones, changes in biomarkers and insulin resistance, improvement of immune function, and reduction of inflammation. As there are several gaps in the literature for associations between activity and cancer risk, additional studies are needed. Future research should include studies dealing with limitations in precise estimates of physical activity and of a lack of consensus on what defines sedentary behavior of individuals and those linked with the proposed biomarkers to cancer risk and controlled exercise intervention trials.