Strategies to promote physical activity may be more successful if they reflect people's interests. Purpose To explore physical activity contexts preferred by three adult groups at risk of inactivity: older adults, those with low income and those with high body mass index (BMI). Methods Cross-sectional data were from a mail survey of 7873 adults aged 42-67 years. Respondents indicated the extent of disagreement or agreement with a preference for each of 14 contexts relating to format (eg, vigorous), location (eg, outdoors) and social setting (eg, done alone). Data were analysed using multilevel multinomial logistic regression. Adjusted OR and 95% CI are reported. Results Those aged 60-67 (vs 42-49) years had significantly higher odds to prefer activities with people of same age, and significantly lower odds to prefer activities that are at a fixed time with scheduled sessions, competitive, team-based or vigorous. Adults with low (vs high) income had significantly higher odds to prefer activities that are low cost, not just about exercise, team-based, supervised, skill-based or that can be done alone, and significantly lower odds to prefer vigorous or outdoor activities. Adults with BMI 30+ (vs<25) had significantly higher odds to prefer activities that are supervised, with people the same sex, team-based, with people the same age, or at a fixed time with scheduled sessions. Conclusions These three groups had distinct preferences for how, where and with whom the physical activity is done. This information could be used by those who promote, design, deliver and evaluate physical activity opportunities.