Previous studies have investigated whether physical activity increases serotonin hormone levels. Serotonin receptor dysfunction is one of the frequently accused factors of premature ejaculation (PE). Nevertheless, no studies up to date have demonstrated that the association between physical activity and premature ejaculation. We aimed to investigate the relationship between physical activity and PE and determine whether moderate physical activity might delay ejaculation time or be an alternative treatment for PE. A total of 105 patients diagnosed with PE were enrolled in this study. Of the patients, 35 were treated with dapoxetine, (30 mg) on demand (Group 1), 35 performed moderate physical activities (Group 2), and 35 performed minimal physical activity (Group 3-sham). Demographic characteristics, metabolic equivalents (MET), premature ejaculation diagnostic tool (PEDT) and intravaginal ejaculatory latency time (IELT) were recorded. There were no significant differences among three groups in terms of age, BMI, MET, PEDT or IELT before treatment. At the end of the study, there was significant decrease in PEDT scores, and increase in IELT in groups 1 and 2 as compared to Group 3. In conclusion, a moderate physical activity longer than 30 min at least 5 times a week leads to ejaculation delay, and appears as an alternative to dapoxetine on demand for the treatment of PE.