Abstract Introduction: There is limited research on associations of moderate-to-vigorous physical activity (MVPA) and sitting with risk of myeloid neoplasms (MN) or MN subtypes. We examined these associations in the Cancer Prevention Study-II Nutrition Cohort. Methods: Among 109,030 cancer-free participants (mean age 69.2, SD 6.1 years) in 1999, 409 were identified as having been diagnosed with a MN [n = 155 acute myeloid leukemia (AML), n = 154 myelodysplastic syndromes (MDS), n = 100 other ML] through June 2013. Cox proportional hazards regression was used to calculate multivariable adjusted hazard ratios (HR) and 95% confidence intervals (CI) for associations of MVPA (MET-h/wk) and sitting (h/d) with risk of all MN, myeloid leukemia only, MDS, and AML. Results: Compared with insufficient MVPA [>0–<7.5 metabolic equivalent hours/week (MET)-h/wk], the HR (95% CI) for meeting physical activity guidelines (7.5–<15 MET-h/wk MVPA) and risk of MN was 0.74 (95% CI, 0.56–0.98) and for doubling guidelines (15–<22.5 MET-h/wk) was 0.75 (0.53–1.07); however, there was no statistically significant association for higher MVPA (22.5+ MET-h/wk, HR, 0.93; 95% CI, 0.73–1.20). Similarly, meeting/doubling guidelines was associated with lower risk of MDS (HR, 0.57; 95% CI, 0.35–0.92/HR, 0.51; 95% CI, 0.27–0.98), but there was no association for 22.5+ MET-h/wk (HR, 0.93; 95% CI, 0.63–1.37). MVPA was not associated with risk of myeloid leukemia or AML. Sitting time was not associated with risk of any outcome. Conclusions: These results suggest that there may be a nonlinear association between MVPA and risk of MDS and possibly other MN. Impact: Further studies are needed to better understand the dose–response relationships between MVPA and risk of MDS, a highly fatal and understudied cancer.