This study examines the relationship between distance to green space and the level of physical activity among the population of Denmark. In addition, the relationship between distance to green space and obesity is investigated. Data derived from the Danish National Health Interview Survey 2005, a cross-sectional survey based on a region-stratified random nationally representative sample of 21,832 Danish adults. All data are self-reported. Respondents living more than 1 km from green space had lower odds of using green space to exercise and keep in shape compared with persons living closer than 300 m to green space (OR: 0.71; 95% CI: 0.60-0.83). A relationship between moderate/vigorous physical activity during leisure time and distance to green space can also be found. Persons living more than 1 km from green space had higher odds of being obese (BMI ≥ 30) than those living less than 300 m from green space (OR: 1.36; 95% CI: 1.08-1.71). Self-reported distance to green space is related to self-reported physical activity and obesity. To exercise and keep in shape is an important reason for visiting green space, and distance to green space is associated with moderate/vigorous physical activity in leisure time.