To estimate the prevalence of and identify factors associated with physical activity in leisure, transportation, occupational, and household settings. This was a cross-sectional study aimed at investigating living and health conditions among the population of São Paulo, Brazil. Data on 1318 adults aged 18 to 65 years were used. To assess physical activity, the long version of the International Physical Activity Questionnaire was applied. Multivariate analysis was conducted using a hierarchical model. The greatest prevalence of insufficient activity related to transportation (91.7%), followed by leisure (77.5%), occupational (68.9%), and household settings (56.7%). The variables associated with insufficient levels of physical activity in leisure were female sex, older age, low education level, nonwhite skin color, smoking, and self-reported poor health; in occupational settings were female sex, white skin color, high education level, self-reported poor health, nonsmoking, and obesity; in transportation settings were female sex; and in household settings, with male sex, separated, or widowed status and high education level. Physical activity in transportation and leisure settings should be encouraged. This study will serve as a reference point in monitoring different types of physical activities and implementing public physical activity policies in developing countries.