The etiologic role of physical activity in endometrial cancer risk remains unclear given the few epidemiologic studies that have been conducted. To investigate this relation more fully, an analysis was undertaken in the European prospective investigation into cancer and nutrition (EPIC). During an average 6.6 years of follow-up, 689 incident endometrial cancer cases were identified from an analytic cohort within EPIC of 253,023 women. Cox proportional hazards models were used to estimate the associations between type of activity (total, occupational, household, recreational) and endometrial cancer risk. For total activity, women in the highest compared with the lowest quartile of activity had a risk of 0.88 (95% confidence interval (95% CI = 0.61–1.27). No clear associations between each type of activity and endometrial cancer risk were found for the total study population combined. Associations were more evident in the stratified results, with premenopausal women who were active versus inactive experiencing a risk of 0.66 (95% CI = 0.38–1.14) overall. Among premenopausal women, for household and recreational activities the risk estimates in the highest as compared with the lowest quartiles were, respectively, 0.48 (95% CI = 0.23–0.99) and 0.78 (95% CI = 0.44–1.39). No effect modification by body mass index, hormone replacement therapy, oral contraceptive use or energy intake was found. This study provides no evidence of a protective effect of increased physical activity in endometrial cancer risk in all women but some support for a benefit among premenopausal women. The relative risk reductions are most apparent for household activities. © 2007 Wiley-Liss, Inc.