It is known that physical activity is beneficial for the prevention of osteoarthritis (OA), but specific discussions on which types and levels of physical activity are more effective in reducing the incidence of OA are restricted. This study is aimed at exploring the correlation concerning the types of physical activity, levels of physical activity, and the incidence of OA by assessing the participation in five typical forms of physical activity (vigorous work activity, vigorous recreational activity, moderate work activity, moderate recreational activity, and walking or bicycling). Cross-sectional study was conducted. Self-reported data on specific types of physical activity were obtained from individuals in the National Health and Nutrition Examination Survey (NHANES) from 2007 to 2020 with the use of the Physical Activity Questionnaire (PAQ). The incidence of OA was assessed through the "Health Conditions" questionnaire section of NHANES. Weighted logistic regression analysis was employed to study the correlation between physical activity types and levels, and the incidence of OA. Different kinds of physical activity and physical activity levels have varying impacts on the incidence of OA. Among the types of physical activity, vigorous recreational activity and moderate recreational activity are found to have a preventive effect on OA. In terms of physical activity levels, low physical activity levels of moderate work activity are associated with an increased risk of OA, while moderate physical activity levels are confirmed to have a protective effect against OA in the age groups of 20–44 and 45–64. However, gender-stratified analyses reveal that both low and moderate physical activity levels provide protection against OA in males, with moderate physical activity levels showing a more significant protective effect.