Researchers also found that women with the most body fat were 55 per cent more likely to develop the disease than the leanest.
Researchers found that being physically active still seemed to help lower breast cancer risk regardless of how fat or thin the women were.
Women who did between 15 minutes and 35 minutes of vigorous exercise every day were one fifth less likely to develop breast cancer, compared with those who took no vigorous exercise.
Around 1,000 women were diagnosed with breast cancer in the follow-up period of around three years, allowing the researchers to study the impact of lifestyle factors on them developing the disease over a relatively short time.
Professor Tim Key, a Cancer Research UK scientist from the Cancer Epidemiology Unit at Oxford University, led the study in collaboration with PhD student Wenji Guo.
"We don't yet know exactly how physical activity reduces breast cancer risk, beyond helping to maintain a healthy weight, but some small studies suggest that it could be linked to the impact on hormone levels in the body," Key added.
