ObjectiveTo investigate if the physical activity (PA) prior to infection is associated with the severity of the disease in patients positively tested for COVID-19, as well as with the most common symptoms.DesignA cross-sectional study using baseline data from a prospective, hybrid cohort study (Predi-COVID) in Luxembourg. Data were collected from May 2020 to June 2021.SettingReal-life setting (at home) and hospitalised patients.ParticipantsAll volunteers aged >18 years with confirmed SARS-CoV-2 infection, as determined by reverse transcription-PCR, and having completed the PA questionnaire (n=452).Primary and secondary outcome measuresThe primary outcome was disease severity (asymptomatic, mild illness and moderate illness). The secondary outcomes were self-reported symptoms.ResultsFrom the 452 patients included, 216 (48%) were female, the median (IQR) age was 42 (31–51) years, 59 (13%) were classified as asymptomatic, 287 (63%) as mild illness and 106 (24%) as moderate illness. The most prevalent symptoms were fatigue (n=294; 65%), headache (n=281; 62%) and dry cough (n=241; 53%). After adjustment, the highest PA level was associated with a lower risk of moderate illness (OR 0.37; 95% CI 0.14 to 0.98, p=0.045), fatigue (OR 0.54; 95% CI 0.30 to 0.97, p=0.040), dry cough (OR 0.55; 95% CI 0.32 to 0.96, p=0.034) and chest pain (OR 0.32; 95% CI 0.14 to 0.77, p=0.010).ConclusionsPA before COVID-19 infection was associated with a reduced risk of moderate illness severity and a reduced risk of experiencing fatigue, dry cough and chest pain, suggesting that engaging in PA may be an effective approach to minimise the severity of COVID-19.Trial registration numberNCT04380987.