This investigation described the effects of exercise, walking, and cycling for transportation, as well as the effect of overall nonexercise physical activity, on mortality in the Shanghai Women's Health Study (1997-2004). Women without heart disease, stroke, or cancer were followed for an average of 5.7 years (n = 67,143), and there were 1,091 deaths from all causes, 537 deaths from cancer, and 251 deaths from cardiovascular diseases. Information about physical activity and relevant covariates was obtained by interview. Proportional hazards models were used to estimate adjusted hazard ratios and 95% confidence intervals. Exercise and cycling for transportation were both inversely and independently associated with all-cause mortality (p(trend) < 0.05), but walking for transportation was less strongly associated with reduced risk (p(trend) = 0.07). Women reporting no regular exercise but who reported 10 or more metabolic equivalent (MET)-hours/day of nonexercise activity were at 25-50% reduced risk (p(trend) < 0.01) relative to less active women (0-9.9 MET-hours/day). Among women reporting the least nonexercise activity (0-9.9 MET-hours/day) but reporting regular exercise participation, exercise was associated with reduced mortality (hazard ratio = 0.78, 95% confidence interval: 0.62, 0.99). These findings add new evidence that overall physical activity levels are an important determinant of longevity, and that health benefit can be obtained through an active lifestyle, exercise, or combinations of both.