Risk factors such as high serum cholesterol concentration measured in young adulthood predict premature coronary heart disease (CHD) in the middle-aged. The objective of this study was to analyze the associations between physical activity and CHD risk factors--body composition, blood pressure, serum lipids, apolipoproteins, and insulin--in children and young adults. The design was a cross-sectional study of atherosclerosis precursors in children and young adults using a cohort of children and young adults (N = 2,358) aged 9 to 24 years to determine indices of physical activity, measurements of anthropometric characteristics, blood pressure, serum lipids, apolipoproteins A-I and B, and insulin. The results show that a high level of physical activity was associated with high serum high density lipoprotein cholesterol (HDL-C) and HDL2-C concentrations, and low levels of serum triglycerides (TG), apolipoprotein B and insulin in males. However, in females, the influence of physical activity was evident only on TG level. In both genders, physical activity was inversely associated with obesity. In all these associations, a significant dose-related relationship was observed. We found no association between physical activity and blood pressure. In conclusion, physical activity is associated with a favorable serum lipid profile already during childhood and early adulthood in a dose-related manner, particularly in males. The promotion of physical activity is important in childhood in preventing obesity and premature cardiovascular disease.