Objectives: The aim was to analyse the overall and sex-specific associations between cannabis use and physical activity and sedentary behaviour. Study design: Cross-sectional analyses from the National Health and Nutrition Examination Survey (NHANES). Methods: Data on cannabis use and leisure time physical activity and sedentary behaviour from NHANES cycles 2007–2008 to 2015–2016 were analysed. Multivariable regression models were carried out. Results: About 15,822 participants were analysed (mean age ± standard error = 37.5 ± 0.19 years, range 20–59 years). Significantly higher odds were found for being active and ever used cannabis in the overall sample (odds ratio [OR] = 1.2, 95% confidence interval [CI]: 1.1–1.4) and in males (OR = 1.3, 95% CI: 1.1 to 1.5) and females (OR = 1.2, 95% CI: 1.0–1.4), respectively. In respective of sedentary behaviour, ever used cannabis was associated with higher odds of TV viewing ≥2 h/day in the overall sample (OR = 1.2, 95% CI: 1.0–1.4). However, this association was observed in males only (OR = 1.3, 95% CI: 1.1–1.6). Ever used cannabis was associated with total sitting time (beta-coefficient = 0.3, 95%CI: 0.1–0.4), which was more evident in females (beta-coefficient = 0.4, 95% CI: 0.1–0.6). Conclusions: Cannabis consumption was associated with higher levels of physical activity and sitting time. When intervening to reduce cannabis consumption in the US populations, it may be appropriate to promote physical activity and ensure physical activity is maintained once cannabis consumption is stopped.