The evidence that prostate cancer is associated to physical inactivity is inconsistent. We studied the association of perceived physical workload (PPWL) at work and incidence of prostate cancer in a case-control setting. We used data from the Nordic Occupational Cancer study from Finland and Sweden. Five population controls were selected for each prostate cancer patient, matched on age and country. We had 239,835 cases and 1,199,175 controls in our study. For each case and control we estimated cumulative PPWL based on probability, level and duration of PPWL using the NOCCA Job Exposure Matrix. We then stratified individuals as having no exposure (reference category), low physical activity (below 50th percentile of the exposed), moderate exposure (50th-90th percentile) and high exposure (90th percentile and higher). The hazard ratios for prostate cancer from the lowest to highest cumulative PPWL levels were 0.90 (95% confidence interval 0.89-0.91), 0.88 (0.87-0.89) and 0.93 (0.92-0.95). There was no statistically significant dose response effect of PPWL on prostate cancer incidence. Inclusion of socioeconomic status in the model did not substantially change the result. The results were similar before Prostate Specific Antigen (PSA) testing and during the years of PSA testing in these countries. In summary, individuals with physical strain at work had a lower risk of invasive prostate cancer as compared to individuals without physical strain at work.