Background The current guideline recommends moderate‐ to vigorous‐intensity physical activity ( PA ) at least 40 min/day for 3 to 4 days/week. Although recent evidence has demonstrated that low‐dose PA could reduce cardiovascular mortality, the relationship between low‐dose PA and the risk of stroke remains uncertain. Methods and Results Using data from a nation‐wide sample cohort in Korea, we examined 336 326 individuals who received a general health examination between 2009 and 2010. Level of PA was assessed using a questionnaire for weekly PA frequencies regarding 3 intensity categories: light, moderate, and vigorous. Moderate‐ to vigorous‐intensity PA ( MVPA ) was classified into 4 frequency categories: none, 1 to 2, 3 to 4, or ≥5 times/week. Cox proportional hazard models were constructed to estimate the risk of stroke. During the average follow‐up of 3.6 years, 2213 stroke cases occurred. MVPA was none in 50%, 1 to 2 times/week in 20%, 3 to 4 times/week in 13%, and ≥5 times/week in 18% of the cohort. Individuals with MVPA 1 to 2 times/week had a 16% reduced risk of stroke (adjusted hazard ratio, 0.84; 95% confidence interval, 0.73–0.96) compared with those with no MVPA . The population attributable fraction of no MVPA was 12%, which was the second most important risk factor for a stroke after hypertension. Conclusions Even 1 to 2 times a week of MVPA might be beneficial to prevent a first‐ever stroke in the general population, although a quantitative validation of the questionnaire is needed. From a public health perspective, we need to encourage inactive people to start exercising with more‐achievable goals.