Although exercise is associated with improved health in many medical conditions, little is known about the possible influences of physical activity (PA) habits pre- and post- a diagnosis of systemic sclerosis (SSc) on disease activity and progression. This cross-sectional study assessed, for the first time, self-reported pre- and post-diagnostic PA levels with the aim to verify if changes in these levels were correlated with demographic/anthropometric data (e.g., weight, height, gender, age, BMI), disease duration, diagnostic/clinical parameters (e.g., skin involvement, pulmonary hemodynamic/echocardiographic data, disease activity) related to disease activity and progression, and quality of life in a population-based sample of patients with SSc. Adult participants (n = 34, age 56.6 ± 13.3 years) with SSc (limited cutaneous SSc, lcSSc, n = 20; diffuse cutaneous SSc, dcSSc, n = 9; sine scleroderma SSc, n = 5) were enrolled at the Division of Rheumatology and Clinical Immunology of the Humanitas Research Hospital. All medical data were recorded during periodic clinical visits by a rheumatologist. Moreover, all subjects included in this study completed extensive questionnaires to evaluate their health-related quality of life (HRQOL), and others related to health-related physical activity performed before (PRE) and after (POST) the diagnosis of disease. The linear regression analysis has shown that either a high Sport_index or Leisure_index in the PRE-diagnostic period was correlated with lower disease duration in dcSSc patients. Physical load during sport activity and leisure time accounted for ~61.1% and ~52.6% of the individual variation in disease duration, respectively. In lcSSc patients, a high PRE value related to physical load during sporting activities was correlated with a low pulmonary artery systolic pressure (sPAP) and the POST value of the Work_index was positively correlated with the left ventricular ejection fraction (LVEF), and negatively with creatine kinase levels (CK). Interestingly, the univariate analysis showed that Work_index accounts for ~29.4% of the variance in LVEF. Our analysis clearly reinforces the concept that high levels of physical load may play a role in primary prevention—delaying the onset of the disease in those subjects with a family history of SSc—as well as in secondary prevention, improving SSc management through a positive impact on different clinical parameters of the disease. However, it remains a priority to identify a customized physical load in order to minimize the possible negative effects of PA.