ObjectivesTo investigate the potential protective role of exercise on the odds of COVID-19 infection in unvaccinated contact persons (CPs) who were at higher risk of infection due to confirmed contact with infected persons.MethodsBefore the onset of the vaccination campaign, the first wave of the CoCo-Fakt online survey was conducted with SARS-CoV-2-positive persons and their confirmed contacts who were isolated/quarantined between 1 March 2020 and 9 December 2020. Within this analysis, 5338 CPs were included and divided into those who subsequently tested positive (CP-P) and those who remained negative (CP-N). We assessed demographics as well as pre-pandemic lifestyle characteristics including physical activity (PA; type, frequency, time, intensity; duration clustered as ‘below PA guidelines’, ‘meeting PA guidelines’, and ‘above PA guidelines’; intensity clustered as ‘low intensity’ and ‘moderate-to-vigorous intensity’) and sedentary behaviour.ResultsA greater percentage of CP-Ns reported being active before the pandemic compared to CP-Ps (69% vs. 63%;p= .004). Moreover, CP-Ns reported higher PA duration (164.1 min/week vs. 143.2 min/week;p= .038) and higher PA intensities than CP-Ps (67% vs. 60% moderate-to-vigorous intensity, 33% vs. 40% low intensity;p= .003). Adjusting for age, sex, socioeconomic status, migration background, and pre-existing chronic diseases, the odds of infection were negatively associated with exercise (yes/no) (Nagelkerke R2= 1.9%), PA levels above PA guidelines (Nagelkerke R2= 2.0%), and PA intensity (Nagelkerke R2= 1.8%).ConclusionDue to the beneficial effects of PA on the odds of infection, an active lifestyle should be promoted especially during possible subsequent pandemics (while taking into account necessary hygiene measures). Moreover, inactive and chronically ill persons should be especially encouraged to adopt a healthier lifestyle.Supplementary InformationThe online version contains supplementary material available at 10.1186/s40798-023-00592-6.