During the Lipid Research Clinics North American Prevalence Study, plasma lipoprotien determinations and treadmill exercise testing were performed on 2319 white men and 2067 white women ages 20 years or older randomly selected from population surveys by nine clinics in the U.S. and Canada. Before exercise testing, participants were asked if they performed any strenuous physical activity on a regular basis. Data were analyzed to determine the relationship of plasma high-density lipoprotein (HDL) cholesterol to treadmill exercise test performance and a self-report of strenuous activity. Neither treadmill exercise test duration nor heart rate response to submaximal exercise was significantly related to HDL cholesterol levels for either men or women. However, participants who reported some strenuous physical activity generally had higher HDL cholesterol levels than those who reported none, and the more active men ages 30-49 years and active women ages 20-39 had significantly higher values (p < 0.05). When HDL cholesterol was adjusted for age, body mass index, alcohol use, cigarette smoking and interclinic population variation, more active men (47.1 vs 45.2 mg/dl; p = 0.0001) and more active women (59.6 vs 57.7 mg/dl; p = 0.02) had higher HDL cholesterol levels than their sedentary counterparts. Thus, the association between HDL cholesterol and reported physical activity was, at least in part, independent of other factors that influence HDL cholesterol concentration, but was not associated with exercise tolerance as determined by treadmill exercise testing.