Findings from epidemiological studies have found that physical activity (PA) is associated with a lower risk of colorectal cancer (CRC). Recent studies have found an increased CRC risk with higher sitting time (ST); however, many studies did not include PA as a potential confounder. The objective of this project was to investigate the independent and combined associations of ST and PA with the risk of incident CRC, specifically colon and rectal cancer. Participants in the Women’s Health Initiative Observational Study (n=74 870), 50–79 years of age self-reported ST and PA at baseline, years 3 and 6. Incident CRC was the primary outcome; colon and rectal cancers were the secondary outcomes, which were centrally adjudicated. Over a 13-year follow-up period, 1145 incident cases of CRC were documented. A positive age-adjusted association was found between higher ST (≥10 vs. <5 h/day) and CRC (P for trend=0.04) and colon cancer (P for trend=0.05); however, these associations were attenuated and no longer significant in multivariable-adjusted models. Compared with inactive women (≤1.7 MET-h/week), the multivariable risk of CRC in the high PA (>20 MET-h/week) group was 0.81 (95% confidence interval: 0.66–1.00; P for trend 0.04). Compared with inactive women with high ST (≥10 h/day), there was a trend toward reduced multivariable CRC risks with higher PA irrespective of ST level (interaction=0.64). We observed an inverse association between leisure time PA and the risk of CRC, particularly for rectal cancer. There was no association between ST and CRC in multivariable models.