Background How physical activity ( PA ) and sitting time may change after first myocardial infarction ( MI ) and the association with mortality in postmenopausal women is unknown. Methods and Results Participants included postmenopausal women in the Women's Health Initiative‐Observational Study, aged 50 to 79 years who experienced a clinical MI during the study. This analysis included 856 women who had adequate data on PA exposure and 533 women for sitting time exposures. Sitting time was self‐reported at baseline, year 3, and year 6. Self‐reported PA was reported at baseline through year 8. Change in PA and sitting time were calculated as the difference between the cumulative average immediately following MI and the cumulative average immediately preceding MI . The 4 categories of change were: maintained low, decreased, increased, and maintained high. The cut points were ≥7.5 metabolic equivalent of task hours/week versus <7.5 metabolic equivalent of task hours/week for PA and ≥8 h/day versus <8 h/day for sitting time. Cox proportional hazard models estimated hazard ratios and 95% CIs for all‐cause, coronary heart disease, and cardiovascular disease mortality. Compared with women who maintained low PA (referent), the risk of all‐cause mortality was: 0.54 (0.34–0.86) for increased PA and 0.52 (0.36–0.73) for maintained high PA . Women who had pre‐ MI levels of sitting time <8 h/day, every 1 h/day increase in sitting time was associated with a 9% increased risk (hazard ratio=1.09, 95% CI : 1.01, 1.19) of all‐cause mortality. Conclusions Meeting the recommended PA guidelines pre‐ and post‐ MI may have a protective role against mortality in postmenopausal women.