Differences in physical activity (PA) might lead to long-term weight control. Studies on inverse relations between PA and changes in fatness among adolescents are limited. This paper examined the effect of PA on adolescents’ changing body fatness over 5 years in Ho Chi Minh City (HCMC). Two hundred thirty-five boys and 247 girls who have had skinfold thickness measurements in the baseline survey in 2004 were selected to follow yearly. We estimated PA as the average number of accelerometers’ counts/h. Slopes of triceps, sub-scapular skinfolds and BMI were calculated and classified as increasing or stable/decreasing. To assess the effects of the low level of activity (i.e. below the median of the average number of counts) on the fat gain (i.e. increasing slopes), relative risk and 95 % CI were estimated using Poisson regression. The average number of counts/h in boys (7·8) was significantly higher than that in girls (5·0) (P < 0·001). On average, active girls still gained 0·51 mm in triceps skinfold (TSF) over 5 years, while active boys lost 0·12 mm. After controlling for baseline energy intake, baseline triceps and baseline age, inactive adolescents were 1·39 times higher than active ones to increase the slope of triceps (95 % CI 1·19, 1·63). The risk ratio was 1·62 for those with more body fat at baseline. In general, inactive students gained substantially more subcutaneous fat, especially in their TSF, than more active ones. Thus, strategies to prevent adolescent obesity in HCMC should consider the important role of PA to control this problem in adolescents effectively.