Physical inactivity is one of the greatest public health challenges in the 21st century. More than five million deaths a year are caused by lack of physical activity (PA) around the world. Despite its relevance to public health, about one-third of the world's adults do not meet current PA recommendations for health benefits. Thus, the aim of the present study was to investigate the association between lifetime PA and risk of breast cancer. A case-control study was conducted between November 2016 and June 2017. The cases were recruited from all cancer centers in the city of Pelotas in southern Brazil. Each case was age-matched (±5 years) with a neighborhood control enrolled based on nearby addresses of the cases. Overall, 230 cases and 231 controls were included. Lifetime leisure-time PA may decrease the odds of breast cancer (adjusted OR = 0.44; 95%CI 0.23-0.86) in the comparison between the most active with the least active quartile. PA was associated with a reduction in the odds of breast cancer. Future studies should aim at understanding the physiological pathways that could explain how an active lifestyle influences this disease, helping in the establishment of volume and intensities necessary to obtain the benefits.