ABSTRACT The objective of this study was to examine the association between time engaged in moderate (MPA), vigorous (VPA), and moderate-to-vigorous (MVPA) physical activity (PA) and indicators of lipid profile in adolescents. This longitudinal study with a four-year follow-up, and three collection points (2014, 2015 and 2017) analyzed the data of 136 adolescents (10−13 years old; 53.7% girls), in João Pessoa, Brazil. The time in MPA, VPA and MVPA times was measured by accelerometers. The lipid profile indicators analyzed were total cholesterol (TC), low-density (LDL-C) and high-density lipoproteins cholesterol (HDL-C), triglycerides (TG), non-HDL-C, TC/HDL-C and TG/HDL-c ratios. There was an inverse association between MPA time and TC values (ß = −0.560; 95%CI: −1.116; −0.004); VPA and LDL-C (ß = −0.962; 95%CI: −1.678; −0.246) and non-HDL-C (ß = −0.955; 95%CI: −1.708; −0.201); and MVPA and TC (ß = −0.436; 95%CI: −0.816; −0.055), TG (ß = −0.415; 95%CI: −0.712; −0.118), LDL-C (ß = −0.460; 95%CI: −0.823; −0.096), non-HDL-C (ß = −0.522; 95%CI: −0.908; −0.136) and TC/HDL-C (ß = −0.472; 95%CI: −0.889; −0.055). Adolescents more engaged in PA, especially in MVPA, exhibited better levels of TC, TG, LDL-C, non-HDL-C and TC/HDL-C; and AFV exerted a greater influence on LDL-c and non-HDL-c levels. Highlights This study is one of the first observational longitudinal studies to analyze the association between different PA intensities, measured by accelerometer, and lipid profile indicators, with a 4-year follow-up and 3 collection points in adolescents from a low-to-middle income country; Adolescents engaged in PA, especially MVPA intensity, obtained better TC, TG, LDL-c, non-HDL-C and TC/HDL-C levels; VPA was more strongly associated with LDL-C and non-HDL-C levels compared to MVPA.