Objective To investigate the relationship between physical activity level and sexual function in middle-aged women. Methods A cross-sectional study with a sample of 370 middle-aged women (40-65 years old), treated at public health care facilities in a Brazilian city. A questionnaire was used containing enquiries on sociodemographic, clinical and behavioral characteristics: the International Physical Activity Questionnaire (IPAQ), short form, and the Female Sexual Function Index (FSFI). Results The average age of the women studied was 49.8 years (± 8.1), 67% of whom exhibited sexual dysfunction (FSFI ≤ 26.55). Sedentary women had a higher prevalence (78.9%) of sexual dysfunction when compared to active (57.6%) and moderately active (66.7%) females (p = 0.002). Physically active women obtained higher score in all FSFI domains (desire, arousal, lubrication, orgasm, satisfaction and pain) and total FSFI score (20.9), indicating better sexual function than their moderately active (18.8) and sedentary (15.6) counterparts (p <0.05). Conclusion Physical activity appears to influence sexual function positively in middle-aged women.