Prior research has widely recognised the relevance of job autonomy for workers’ leisure-time physical activity. This paper is, however, the first to assess this relationship with a cross-national focus. Apart from investigating the relationship between individual job autonomy and leisure-time physical activity within the European context, we more specifically study how this relationship is moderated by a country’s labour market security and country-level perceived availability of physical activity opportunities. We answer our research question with multilevel regression analyses on comparative cross-national data from the European Social Survey 2014 on 14,956 respondents in 18 European countries. Our multilevel models show that across Europe, workers with more job autonomy are more physically active in their leisure time. Perceived PA opportunities in a country do not affect the relationship, but in countries with greater labour market security, the positive influence of job autonomy on leisure-time physical activity is reduced–workers with low job autonomy seem to benefit relatively more from the labour market security in their country.