OBJECTIVE: Many women experience health problems when going through menopause, and these health problems may result in a substantial reduction in quality of life. There are some indications that physical activity may play a role in ameliorating menopausal symptoms, but there is conflicting evidence about this. To assess the relationship between changes in physical activity and self-reported vasomotor, somatic, and psychological symptoms. DESIGN: Data from the third (2001) and fourth (2004) surveys of the Australian Longitudinal Study on Women's Health were used. Data from 3,330 middle-aged women were included in the analyses. In linear regression models, the relationships between changes in physical activity of at least moderate intensity and total menopausal, vasomotor, somatic, and psychological symptoms were determined. RESULTS: Physical activity was not associated with total menopausal symptoms, vasomotor or psychological symptoms. A weak association with somatic symptoms (B = -0.003; 95% CI: -0.005 to -0.001) was found. Weight gain was associated with increased total, vasomotor, and somatic symptoms. Weight loss was associated with a reduction in total and vasomotor symptoms. CONCLUSION: Changes in physical activity were not related to vasomotor or psychological symptoms and only marginally to somatic symptoms. Changes in weight showed a stronger relationship with menopausal symptoms. The relationship between weight change and menopausal symptoms merits further exploration.