Background Recent meta-analyses have suggested a modest protective effect of high levels of physical activity on developing both prostate and bladder cancer, but significant heterogeneity between studies included in these meta-analyses existed. To our knowledge, few Chinese studies investigated the association between physical activity and prostate cancer and none between physical activity and bladder cancer. Given the inconsistencies between previous studies and because studies on the relation between physical activity and prostate and bladder cancer in China are scarce, it remains elusive whether there is a relationship between physical activity and prostate and bladder cancer within the Chinese population. Methods We investigated the association between physical activity and risk of developing prostate and bladder cancer within a hospital-based case-control study in the East and South of China among 260 and 438 incident prostate and bladder cancer cases, respectively, and 427 controls. A questionnaire was administered to measure physical activity as metabolic equivalents (METs). Random effects logistic regression was used to calculate odds ratios (ORs) of prostate and bladder cancer for different levels of physical activity and for the specific activities of walking and cycling. Results Increasing overall physical activity was associated with a significant reduction in prostate cancer risk (P-trend = 0.04) with the highest activity tertile level showing a nearly 50% reduction in prostate cancer risk (OR = 0.53, 95% CI: 0.28-0.98). Overall physical activity was not significantly associated with risk of bladder cancer (Ptrend = 0.61), neither were vigorous (P-trend = 0.60) or moderate levels of physical activity (P-trend = 0.21). Walking and cycling were not significantly associated with either prostate (P-trend > = 0.62) or bladder cancer risk (P-trend > = 0.25). Conclusions The findings of this largest ever case-control study in China investigating the relationship between physical activity and prostate and bladder cancer suggest that overall physical activity is associated with a decreased risk of prostate cancer, but not with bladder cancer.