Objective: This study aimed to investigate directional influences in the association between adiposity and physical activity (PA) from pre-puberty to early adulthood. Methods: In the Calex-study, height, weight, body fat and leisure-time physical activity (LTPA) were measured at age11.2-years, 13.2-years and 18.3-years in 396 Finnish girls. Body fat was measured by dual-energy X-ray absorptiometry, calculating fat mass index (FMI) as total fat mass in kilograms divided by height in meters squared. LTPA level was evaluated using a physical activity questionnaire. In the European Youth Heart Study (EYHS), height, weight and habitual PA were measured at age 9.6-years, 15.7-years and 21.8-years in 399 Danish boys and girls. Habitual PA and sedentary behaviour were assessed with an accelerometer. Directional influences of adiposity and PA were examined using a bivariate cross-lagged path panel model. Results: The temporal stability of BMI from pre-puberty to early adulthood was higher than the temporal stability of PA or physical inactivity over the same time period both in girls and boys. In the Calex-study, BMI and FMI at age 11.2-years were both directly associated with LTPA at age 13.2-years (β = 0.167, p = 0.005 and β = 0.167, p = 0.005, respectively), whereas FMI at age 13.2-years showed an inverse association with LTPA at age 18.3-years (β = - 0.187, p = 0.048). However, earlier LTPA level was not associated with subsequent BMI or FMI. In the EYHS, no directional association was found for physical inactivity, light-, moderate-, and vigorous-PA with BMI during the follow-up in girls. In boys, BMI at age 15.7-years was directly associated with moderate PA (β = 0.301, p = 0.017) at age 21.8-years, while vigorous PA at age 15.7-years showed inverse associations with BMI at age 21.8-years (β = - 0.185, p = 0.023). Conclusion: Our study indicates that previous fatness level is a much stronger predictor of future fatness than level of leisure-time or habitual physical activity during adolescence. The directional associations between adiposity and physical activity are not clear during adolescence, and may differ between boys and girls depending on pubertal status.