Physical activity and sleep duration are established risk factors for many diseases, but their aetiology is poorly understood, partly due to relying on self-reported evidence. Here we report a genome-wide association study (GWAS) of device-measured physical activity and sleep duration in 91,105 UK Biobank participants, finding 14 significant loci (7 novel). These loci account for 0.06% of activity and 0.39% of sleep duration variation. Genome-wide estimates of ~ 15% phenotypic variation indicate high polygenicity. Heritability is higher in women than men for overall activity (23 vs. 20%, p = 1.5 × 10-4) and sedentary behaviours (18 vs. 15%, p = 9.7 × 10-4). Heritability partitioning, enrichment and pathway analyses indicate the central nervous system plays a role in activity behaviours. Two-sample Mendelian randomisation suggests that increased activity might causally lower diastolic blood pressure (beta mmHg/SD: -0.91, SE = 0.18, p = 8.2 × 10-7), and odds of hypertension (Odds ratio/SD: 0.84, SE = 0.03, p = 4.9 × 10-8). Our results advocate the value of physical activity for reducing blood pressure.