After adjustment for race, body mass index (BMI), and hormone replacement status, a graded reduction in the Framingham risk score was observed across low (5.8%), moderate (4.0%), and high (3.6%) fitness levels (P for trend = 0.009). Women in both the moderate and high fitness categories had a lower (P < 0.01) risk score compared with their low fit counterparts. Significant differences in risk were not seen among low (3.9%), moderate (4.9%), and high (4.4%) physical activity groups. The lack of association between the risk score by physical activity may have been due to the homogeneity of activity levels among participants. Our findings reinforce existing data that show enhanced levels of fitness are associated with lower risk for CHD.