This study aimed to explore association of self-reported physical activity domains of work, leisure, and transport-related physical activity and body mass index (BMI) in 9388 adult men and women from the Africa-Wits-INDEPTH partnership for Genomic (AWI-Gen) study in Africa. Africa-Wits-INDEPTH partnership for Genomic is a large, population-based cross-sectional cohort with participants from 6 sites from rural and urban areas in 4 sub-Saharan African countries. A sex-stratified meta-analysis of cross-sectional data from men and women aged 29-82years was used to assess the association of physical activity with BMI. Overall, meeting physical activity guidelines of at least 150minutes per week was associated with 0.82kg/m2 lower BMI in men (β = -0.80kg/m2; 95% confidence interval [CI], -1.14 to -0.47) and 0.68kg/m2 lower BMI in women (β = -0.68kg/m2; 95% CI, -1.03 to -0.33). Sex and site-specific differences were observed in the associations between physical activity domains and BMI. Among those who met physical activity guidelines, there was an inverse association between transport-related physical activity and BMI in men from Nanoro (Burkina Faso) (β = -0.79kg/m2; 95% CI, -1.25 to -0.33) as well as work-related physical activity and BMI in Navrongo men (Ghana) (β = -0.76kg/m2; 95% CI, -1.25 to -0.27) and Nanoro women (β = -0.90kg/m2; 95% CI, -1.44 to -0.36). Physical activity may be an effective strategy to curb rising obesity in Africa. More studies are needed to assess the impact of sex and geographic location-specific physical activity interventions on obesity.