Symptom distress remains a challenging aspect of living with HIV. Physical activity is a promising symptom management strategy, but its effect on symptom distress has not been examined in a large, longitudinal HIV-infected cohort. We hypothesized that higher physical activity intensity would be associated with reduced symptom distress. We included 5370 people living with HIV (PLHIV) who completed patient-reported assessments of symptom distress, physical activity, alcohol and substance use, and HIV medication adherence between 2005 and 2016. The most frequent and burdensome symptoms were fatigue (reported by 56%), insomnia (50%), pain (46%), sadness (45%), and anxiety (45%), with women experiencing more symptoms and more burdensome symptoms than men. After adjusting for age, sex, race, time, HIV medication adherence, alcohol and substance use, site, and HIV RNA, greater physical activity intensity was associated with lower symptom intensity. Although individual symptoms may be a barrier to physical activity (e.g. pain), the consistent association between symptoms with physical activity suggests that more intense physical activity could mitigate symptoms experienced by PLHIV.