The associations of physical activity (PA) intensity and types with CVD (cardiovascular diseases) in different population are inconsistent and remains not very clear. A total of 7854 males and 10,876 females over 15 years were selected by multistage random sampling methods. In males, moderate-intensity physical activity (MPA) had no effect, while vigorous-intensity physical activity (VPA) played a significant protective role (OR = 1.319 and 0.615). However, in females, both MPA and VPA had significant protective effects (OR = 0.593 and 0.537). VPA presented as a significant protective factor in stroke patients and combined CVDs for males in all age groups; however, in females, the results suggested that, for those aged over 60–74 years, MPA was a protective factor. Furthermore, for the middle-aged or younger participants, the area under the curves (AUCs) of work, housework, and leisure activity were generally higher than that of other types, while for patients aged over 60 years, the AUCs of sedentary time and sleep activity seemed much higher. VPA had a better protective effect for preventing cardiovascular events, while the young and female population could benefit from MPA as well. Regardless of the types of PA, leisure activities were strongly recommended, and young people were much more likely to benefit from exercise than older people.