The objective of the present study was to investigate the relationship between the indices of body size such as BMI, fat-free mass index (FFMI, FFM/height2), fat mass index (FMI, FM/height2), and body fat percentage (%BF), and physical activities assessed by the doubly-labelled water (DLW) method and an accelerometer in free-living Japanese adult women. We conducted a cross-sectional study in 100 female subjects ranging in age from 31 to 69 years. Subjects were classified in quartiles of BMI, FFMI, FMI and %BF. Daily walking steps and the duration of light to vigorous physical activity were simultaneously assessed by an accelerometer for the same period as the DLW experiment. Only physical activity-related energy expenditure (PAEE)/FFM and PAEE/body weight (BW) decreased in the highest quartile of BMI. Physical activity level, PAEE/FFM and PAEE/BW decreased in the highest quartile of FMI and %BF, whereas they were not different among quartiles of FFMI. Daily walking steps and the duration of moderate- and vigorous-intensity physical activities decreased or tended to decrease in the highest quartile of FMI and %BF, but did not differ among quartiles of FFMI and BMI. These results clearly showed that Japanese adult women with higher fat deposition obviously had a low level of physical activities assessed by both the DLW method and accelerometry, but those with larger BMI had lower PAEE/FFM and PAEE/BW only. Our data suggest that the relationship between obesity and daily physical activities should be discussed using not only BMI but also FMI or %BF.