Recreational physical activity has been both positively and inversely associated with cancer risk for postmenopausal women, acting presumably through hormonal mechanisms. Relatively little is known about the effects of exercise on postmenopausal steroid hormone levels. The authors evaluated the association between recreational activity and plasma steroid hormones among 623 US healthy, postmenopausal women in the Nurses' Health Study not using exogenous hormones at the time of blood draw (1989-1990). Participants self-reported recreational physical activity by questionnaire in 1986, 1988, and 1992. Plasma samples were assayed for estrogens, androgens, and sex hormone-binding globulin. Geometric mean hormone levels adjusted and not adjusted for body mass index were calculated. In general, estrogen and androgen levels were lower in the most- and the least-active women compared with those reporting moderate activity, suggesting a U-shaped relation. For example, estrone sulfate levels in quintiles 1-5 of metabolic equivalent task-hours were 197, 209, 222, 214, and 195 pg/mL, respectively. Tests for nonlinearity using polynomial regression were significant for several estrogens, androgens, and sex hormone-binding globulin (2-sided P <or= 0.01). These results suggest the possibility of a nonlinear relation between recreational physical activity and hormone levels in postmenopausal women.