Early menopause, the cessation of menstrual function before age 45, occurs in 10% of women, and is associated with higher premature mortality and increased risk of cardiovascular disease. Lifestyle factors like physical activity may influence menopause timing, but results from prior research are inconsistent. We evaluated the association between physical activity and the occurrence of early natural menopause in the Nurses’ Health Study II. Premenopausal women were followed prospectively from 1989 to 2011. Menopause status was self-reported biennially. Time per week participating in specific activities was reported every four years and used to calculate metabolic task hours (MET). Moderate and vigorous activity in adolescence and young adulthood was reported in 1997. We used Cox proportional hazards model to evaluate the association between physical activity and incidence of natural menopause before age 45 controlling for potential confounding factors. We observed no significant association between adulthood physical activity and early menopause. For example, compared to women with/wk, the hazard ratio for women in the highest category (≥42 MET h/wk) of cumulatively-averaged total physical activity was 0.90 (95% confidence interval: 0.76-1.07; P-trend: 0.63). Similarly, activity in adolescence and young adulthood were unrelated to risk. Body mass index did not modify the relation of physical activity and early menopause. Our findings suggest that physical activity is not associated with incident early menopause.