Objective: The aim of this study was to evaluate the relationship of total physical activity (PA) and its different domains with sex, weight, body mass index, body composition, and resting energy expenditure (REE) among Brazilian adults. The secondary aim was to assess if the Baecke Habitual Physical Activity Questionnaire (BHPAQ) could be used to screen fat mass excess. Methods: Three hundred and sixty-six volunteers participated. PA was assessed with the BHPAQ, body composition with multifrequency bioelectrical impedance spectroscopy, and REE with indirect calorimetry. Results: Total PA and sports/exercise PA were lower in women than men. The participants most active for sports/exercise and leisure-time/locomotion PA domains had higher fat free mass and phase angle, and lower fat mass and weight than the least active subjects. The occupational PA domain was associated with higher fat mass and weight. REE was associated only with the exercise/sports PA domain. The BHPAQ could discriminate subjects with excess body fat with a 9.375 cutoff point for total PA. Conclusion: Exercise/sports and leisure-time/locomotion are PA domains associated with a better body composition. A gender gap still exists in PA, as women are less active than men. The BHPAQ could screen subjects with excess fat mass.