And the more active people are, the more they are protected against the disease, the study found.
According to the research team, the most active men are 13 per cent less likely to get cancer than the least active men. For women, exercise is even better at beating off the disease, reports the Daily Express.
The most active women have a 16 per cent lower cancer risk than their couch-potato counterparts.
To reach the conclusion, the study followed nearly 80,000 people over a decade. They were all aged between 45 and 74, a time of life when cancer is most likely to strike.
Volunteers were asked how much physical activity they undertook, what they ate - and how much - and about their other habits, such as smoking and drinking.
Scientists at Japan's National Cancer Centre in Tokyo then checked them for cancer. More than 4,300 new cases were diagnosed. But researchers found with active people the incidences of cancer dipped dramatically.
The link held true when the researchers accounted for a range of other factors, including participants' age and weight.
Reporting his findings in the American Journal of Epidemiology, Dr Manami Inoue said: "Our results suggest that increased daily total physical activity - not only exercise - may be beneficial in preventing the development of cancer among men and women."