Purpose: Both low levels of vitamin D and of physical activity are associated with all-cause, cancer, and cardiovascular disease mortality. There is some evidence based on self-reported activity levels that physically more active individuals have higher vitamin D serum levels. The aim was to investigate associations between objectively measured and self-reported physical activity, respectively, and vitamin D serum concentrations in the US population. Methods: Data from NHANES 2003–2006 (n = 6,370, aged ≥18 years) were analyzed using multiple regression analyses. A total of 6,370 individuals aged 18 years and older with valid data on vitamin D serum levels and physical activity were included. Objective physical activity was assessed using accelerometers; self-reported physical activity was based on the NHANES physical activity questionnaire. Results: An increase of 10 min of objectively measured and self-reported moderate-to-vigorous activities per day was associated with an increase in circulating vitamin D of 0.32 ng/ml (95 % CI 0.17, 0.48) and of 0.18 ng/ml (95 % CI 0.12, 0.23), respectively. The odds ratio for being vitamin D deficient (<20 ng/ml) if being insufficiently active compared with being sufficiently active was 1.32 (1.11, 1.57). Associations were not stronger for self-reported outdoor activities compared with indoor activities. Conclusions: Physical activity may be a way to achieve higher vitamin D serum levels in the population. Factors other than sun exposure that may be responsible for higher vitamin D levels in more active individuals need further investigation.