Background and objective To compare high-sensitivity C-reactive protein (hsCRP) levels according to smoking status and physical activity (PA) changes in adults. Methods The sample consisted of 6028 participants (4833 men) who underwent a voluntary routine health evaluation at the Preventive Medicine Center at the Hospital Israelita Albert Einstein, Sao Paulo, Brazil, from January 2007 to December 2013. Data were collected at baseline and follow-up (2.7±1.6 years). Plasma hsCRP (in mg/L) was analyzed in both moments. Smoking status was obtained through a self-reported questionnaire, being participants classified as non-smokers, once smokers (report smoking at baseline or follow-up), and persistently smokers (reported smoking at both baseline and follow-up). PA was assessed by questionnaire in both moments, being participants classified as persistently inactive, became inactive, became active, and persistently active. The Rank Analysis of Covariance was used to compare hsCRP follow-up values according to smoking and physical activity status. Results Persistently smokers showed significantly higher median values of hsCRP at follow-up (1.3 mg/L, IQR:0.6–2.8) than once smokers (1.1 mg/L, IQR: 0.6–2.4) and non-smokers (1.0 mg/L, IQR: 0.5–2.2), even considering covariates (p<0.001). Persistently actives had lower levels of hsCRP at follow-up when compared to persistently inactive in the three smoking status groups (non-smokers p<0.001, once smokers p = 0.001, and persistently smokers p = 0.037). Conclusion Persistently active participants had lower hsCRP values at follow-up than those persistently inactive in all the smoking status groups. Regular practice of PA is an important strategy for facing low-grade inflammation, even among smokers.