The influence of sociodemographic and lifestyle factors on body weight conditional upon endogenous physical activity (PA) is examined for adults in Malaysia. We find an inverse link between body weight and PA at elevated PA levels. Vigorous PA with metabolic equivalent of task (MET) of 1500 minutes per week and above is required for healthy changes in body weight. Older individuals and those with low education and a family history of illnesses are associated with higher body mass index (BMI) across PA levels. Individuals of Chinese and other ethnicity, males, smokers, and persons working long hours have lower BMI at all PA levels.