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Objective: The results from experimental studies indicate that physically active individuals remain calmer and report less anxiety after the induction of a standardized stressor. The current study extends this research to real life, and examines whether daily physical activity attenuates negative affect that occurs in response to naturally occurring daily stressors. Method: The current study used data from the second wave of the National Study of Daily Experiences, a sub-study of the second wave of the Midlife in the United States Study (MIDUS-II) of 2,022 individuals aged 33-84 questioned nightly for eight consecutive days about their general affect and affective responses to stressful events and their engagement in physical activity. Results: Results indicated that while negative affect is significantly elevated on days with stressful events compared to days free of events in all individuals, these effects are attenuated in those who remain physically active when compared to those who were underactive. This was also true for any day participants were physically active. Importantly, negative affect in response to any specific stressor was reduced the closer in time that the stressor occurred to the bout of exercise in underactive participants, while, in active participants, negative affect in response to any stressor remained low throughout the entire day that participants reported that they were active. Conclusion: Given the significant mental and physical health implications of elevated affective reactivity observed in previous studies, the current study sheds further light on the importance of remaining physically active in times of stress.