Aims: The aim of this study was to investigate the independent associations of occupational (OPA) and sport physical activity (SpPA) and job strain on the incidence of coronary heart disease (CHD) events, and to explore their interplay. Methods: The study sample included 3310 25–64-year-old employed men, free of CHD at baseline, recruited in three population-based and one factory-based cohorts. OPA and SpPA, and job strain were assessed by the Baecke and the Job Content Questionnaires, respectively. We estimated the associations between different domains of physical activity and job strain with CHD, adjusting for major risk factors using Cox models. Results: During follow-up (median=14 years), 120 CHD events, fatal and non-fatal, occurred. In the entire sample, a higher CHD risk was found for high job strain (hazard ratio=1.55, 95% confidence interval: 1.05–2.31). The joint effect of low OPA and high job strain was estimated as a hazard ratio of 2.53 (1.29–4.97; reference intermediate OPA with non-high strain). With respect to intermediate OPA workers, in stratified analysis when SpPA is none, low OPA workers had a hazard ratio of 2.13 (95% confidence interval: 1.19–3.81), increased to 3.95 (1.79–8.78) by the presence of high job strain. Low OPA–high job strain workers take great advantage from SpPA, reducing their risk up to 90%. In contrast, the protective effect of SpPA on CHD in other OPA–job strain categories was modest or even absent, in particular when OPA is high. Conclusions: Our study shows a protective effect of recommended and intermediate SpPA levels on CHD risk among sedentary male workers. When workers are jointly exposed to high job strain and sedentary work their risk further increases, but this group benefits most from regular sport physical activity.