Sedentary behavior (SB) is associated with health impairments, while physical activity (PA) has been a protective factor. It is unclear whether SB and PA are associated with occurrence of signs and/or symptoms (SS) during cardiac rehabilitation program (CRP) exercise sessions. The objective was to evaluate the association between SB and PA with occurrence of SS. Was included 48 patients from a CRP program (64.7 ± 10.4 years-old). Daily time and % of time of SB and weekly time in moderate-to-vigorous-intensity [MVPA], % of MVPA time, steps/day, and steps/minute were accelerometer-measured. Patients were followed-up during 24 CRP sessions, for accompaniment of SS. Age, sex, and comorbidities (hypertension, diabetes, dyslipidemia, obesity) were covariates. Log-transformed values of SB, MVPA and steps/day were also analyzed. As results, 43.7% (
n
= 21) of participants presented occurrence of signs, 62.5% (
n
= 30) presented occurrence of symptoms, and 81.2% (
n
= 39) present occurrence of SS. In fully adjusted model, % of time in MVPA (β: −0.449,
p
= 0.045) and steps/minute (β: −0.244,
p
= 0.026) were inversely associated with occurrence of symptoms. No association was observed between SB and PA and occurrence of signs. The occurrence of symptoms and SS among CRP participants was directly associated with SB and inversely associated with variables of PA.