Abstract Objective Physical activity (PA) during COVID-19 shelter-in-place (SIP) may offset stress. This study examined associations between PA, stress and stress management strategies during SIP. Design and main outcome measures Participants (N = 990) from a cohort of Northern California adults completed surveys during early SIP (3/23/20-4/2/20) and mid-SIP (4/24/20-5/8/20). Participants self-reported past-month PA (meeting vs. not meeting guidelines), changes in stress (decreased/unchanged vs. increased) and use (yes/no) of 10 stress management strategies. We tested differences in mid-SIP stress and stress management strategies by PA, and differences in mid-SIP stress by stress management strategies. Results Compared to participants inactive at mid-SIP, active participants reported less stress (AOR = 0.60 [0.45, 0.81]). Active participants were more likely to manage stress using outdoor PA, indoor PA, yoga/meditation/prayer, gardening, and reading (AORs > 1.42), and less likely to sleep (AOR = 0.65 [0.48, 0.89]) or eat ([AOR = 0.48 [0.35, 0.66]) more. Managing stress using outdoor PA, indoor PA or reading was associated with lower stress; managing stress using TV/movies, sleeping or eating was associated with increased stress (ps < 0.05). Conclusions Meeting PA guidelines during SIP was associated with less stress. Inactive participants reported greater sleeping and eating to cope; active participants used active stress management strategies. Engagement in physically active stress management was associated with lower stress.