INTRODUCTION: Longitudinal evidence on the association between physical activity (PA) or weight and health-related quality of life (HRQL) is sparse and studies describe inconclusive results. The aim of this study was to examine longitudinal associations between change in PA and HRQL as between change in weight and HRQL respectively. METHODS: Analyses are based on data from the KORA S4 cohort study (1999-2001; n = 4,261, mean age 49.0 ± 13.3 years) and the two follow-up examinations (F4: 2006-2008; FF4: 2013-2014). Information on PA was collected in standardized interviews. Weight was measured objectively. Mental and physical components of HRQL were assessed via the SF-12 questionnaire. First, change in HRQL was regressed on change in PA and weight. Second, hierarchical linear models were fitted, which allowed estimation of between-subject and within-subject effects. Analyses were adjusted for the covariates sex, baseline diseases, and education. RESULTS: A change to a physically more active lifestyle is positively associated with physical and mental HRQL. Although weight gain is associated with impairments in physical HRQL, the data show an inverse relationship between weight gain and mental HRQL. The results were consistent for both the change score analyses and the hierarchical linear models. DISCUSSION: Our findings stress the importance of interventions on PA/weight. Nonetheless, more research is needed to reveal the causal relationship between PA/weight and HRQL.