This study tested the hypothesis that chronic widespread pain (CWP) would predict low levels of physical activity (PA). Pain status and PA levels were ascertained at baseline and 32 months in community subjects. Three PA questions were used: “in comparison with others your own age, is your PA “the same” (referent), “more-much more” or “less-much less””, and “during the past month on average how many days/week have you taken exercise that has (i) lasted at least 20 min? and (ii) made you sweat?: “4–7” (referent), “1–3” or “none””. Multinomial logistic regression models quantified the relationship between baseline CWP and PA at follow-up (relative risk ratios (RRR) (95% confidence intervals)). Two thousands one hundred and eighty-two subjects participated and provided complete pain and PA information at both timepoints. CWP was reported by 18% (n = 429) of participants at baseline. Compared to subjects who were free of CWP at baseline, those with CWP had an increased odds of reporting “less-much less” PA at follow-up (RRR = 4.5 (3.2–6.2)). This relationship remained after adjustment for confounders (RRR = 1.9 (1.3–2.9)). A similar association was observed with exercise that lasted at least 20 min (RRR = 1.9 (1.3–2.8)). The current study suggests that low self-reported levels of physical activity are a consequence of having CWP.