The aim of the study was to investigate whether the interaction of physical activity (PA) and protein intake is associated with physical function (PF). The women from the Osteoporosis Risk Factor and Fracture Prevention Study (n 610) completed a questionnaire on lifestyle factors and PA and underwent PF and body composition measurements at baseline (BL) and over 3 years of follow-up (3y-FU). PA was categorised according to WHO cut-off PA = 0, 0 < PA < 2·5 and PA ≥ 2·5 h/week. Protein intake was calculated from the 3-d food record at baseline and categorised according to the Nordic Nutrition Recommendations <1·1 and ≥1·1 g/kg body weight (BW). The results showed in univariate ANOVA at the baseline and at the 3-year follow-up, women with high PA ≥ 2·5 h/week and protein intake ≥ 1·1 g/kg BW had higher grip strength adjusted for BMI, higher mean number of chair rises, faster mean walking speed, higher modified mean short physical performance battery score and lower mean fat mass compared with other interaction groups. High PA and protein intake were associated with lower BMI despite significantly higher energy intake. In conclusion, higher PA and protein intake interaction was associated with greater PF and lower fat mass, but the association with relative skeletal muscle index and muscle mass was inconclusive. The present study gives noteworthy information for preventing sarcopenia.