OBJECTIVES: This study aimed to determine the association between progression and mortality in individuals with stage 1 cancer and their recorded physical activity before the diagnosis of the cancer. METHODS: We included 28 248 members with stage 1 cancers enrolled in an oncology programme in South Africa. Physical activity was recorded using fitness devices, logged gym sessions and participation in organised fitness events. Levels of physical activity over the 12 months before cancer diagnosis were categorised as no physical activity, low physical activity (an average of <60 min/week) and moderate to high physical activity (≥60 min/week). Measured outcomes were time to progression, time to death and all cause mortality. RESULTS: Physically active members showed lower rates of cancer progression and lower rates of death from all causes. The HR for progression to higher stages or death was 0.84 (95% CI 0.79 to 0.89), comparing low activity with no physical activity, and 0.73 (95% CI 0.70 to 0.77), comparing medium to high physical activity with no physical activity. The HR for all cause mortality was 0.67 (95% CI 0.61 to 0.74), comparing low physical activity with no activity, and 0.53 (95% CI 0.50 to 0.58), comparing medium to high physical activity with no physical activity. CONCLUSIONS: Individuals engaging in any level of recorded physical activity showed a reduced risk of cancer progression or mortality than those not physically active. There was a further reduction among individuals with moderate to high levels of physical activity compared with those with lower levels.