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Although public health campaigns stress leisure time physical activity (LTPA) as essential for obesity prevention, few epidemiological studies have focused on the association of specific types and intensities of LTPA and the clinical endpoints of overweight and obesity. Therefore, we prospectively assessed whether moderate- and vigorous-intensity as well as total LTPA were associated with the risk of becoming either overweight or obese using a prospective cohort design of 19,003 women enrolled in the Women's Health Study (WHS). Women reported their participation in walking and LTPA at baseline. During a median follow-up of 11.6 years, 7,865 women became overweight or obese. In multivariable-adjusted models that included demographic, lifestyle, and dietary factors, both vigorous-intensity and total LTPA showed a modest inverse relationship with the development of overweight/obesity. The hazard ratios (HR) and 95% confidence interval (CI) for the highest categories of vigorous-intensity LTPA (>2,000 kcal/week) and total LTPA (>3,000 kcal/week) compared with no LTPA were 0.79 (0.71–0.89) and 0.87 (0.78–0.96), respectively. In addition, a greater percentage of total LTPA spent performing vigorous intensity activities was associated with a lower risk of overweight/obesity (multivariable HR 0.93, 95% CI 0.87–0.98 for performing >50% compared with <50% of activity as vigorous). In conclusion, higher amounts of total LTPA should be encouraged to prevent obesity. Among those willing to participate in vigorous LTPA, and for whom such activities are not contraindicated, vigorous LPTA should be encouraged.