Relations between leisure-time physical activity and dietary fat were examined in a population-based probability sample of 29,672 adults in the 1990 Behavioral Risk Factor Surveillance System. Consumption of 13 high-fat food items and participation in physical activities were measured, and fat and activity scores were calculated. Dietary fat and physical activity were strongly and inversely associated. This association was independent of nine other demographic and behavioral risk factors. Etiologic researchers should consider that diet and physical activity can potentially confound each other, and creators of public health messages that target one behavior should consider including the other.