The joint effects between smoke exposure (SE) and physical activity (PA) on hypertension are still unclear, and the effect of SE is still debated. To explore associations and joint effects of SE and PA on hypertension, the data of 14,456 selected participants from the NHANES (2013–2018) were used for analyses. SE status was divided by serum cotinine concentrations. Moderate-to-vigorous intensity PA (MVPA) and insufficient or no PA (INPA) were divided by the Global Physical Activity Questionnaire. Hypertension was assessed by blood pressure and questionnaires. Survey logistic multivariable regression models were conducted for data analyses. In fully adjusted models, hypertension risk among SE participants increased (OR = 1.175, 95% CI: 1.036–1.332), especially those who were < 40 years or female. However, the risk among MVPA participants decreased (OR = 0.747, 95% CI: 0.663–0.841), especially those who were ≥ 40 years. Additionally, the OR for MVPA participants without SE when compared with INPA ones without SE was 0.740 (95% CI: 0.654–0.837), especially those who were < 60 years. However, the OR for MVPA participants with SE was 0.880 (95% CI: 0.747–1.037). For INPA participants, we did not observe significant ORs for SE compared with non-SE participants (p > 0.150). In conclusion, SE increased the risk of hypertension and MVPA reduced it, but SE could reduce such protective effect.