The type and amount of physical activity (PA) needed for prevention of weight regain are not well understood. We prospectively examined the associations between patterns of discretionary PA and 6-year maintenance of intentional weight loss among 4,558 healthy premenopausal women who were 26–45 years old in 1991 and had lost >5% of their body weight in the previous 2 years. Participants reported their PA and weight in 1991 and 1997. The outcome was weight regain, defined as regaining in 1997 >30% of the lost weight between 1989 and 1991. Between 1991 and 1997, 80% of women regained >30% of their previous intentional weight loss. An increase of 30 min/day in total discretionary activity between 1991 and 1997 was associated with less weight regain (−1.36 kg, 95% confidence interval (CI) = −1.61, −1.12), particularly among overweight women (BMI ≥25) (−2.45 kg, −3.12 to −1.78). Increased jogging or running was associated with less weight regain (−3.26 kg; −4.41 to −2.10) than increased brisk walking (−1.69 kg; −2.15 to −1.22) or other activities (−1.26 kg; −1.65 to −0.87). Compared to women who remained sedentary, women were less likely to regain >30% of the lost weight if they maintained 30+ min/day of discretionary PA (odds ratio (OR) = 0.69, 0.53 to 0.89) or increased to this activity level (OR = 0.48, 0.39 to 0.60). Conversely, risk was elevated in women who decreased their activity. Increased PA, particularly high intensity activities, is associated with better maintenance of weight loss. The benefits of activity were greater among overweight/obese than normal weight women.