How social capital is related to an increasingly important disease risk—–physical inactivity has not yet been investigated. In the present study the associations between social capital and physical inactivity were investigated in a sample of Queensland (Australia) adults. Data was collected from 1278 persons by means of a computer-assisted-telephone-interview survey. The association between the social capital variables and physical inactivity was studied using logistical regression. Multivariate analysis adjusted for the effects of selected socio-demographic factors in the investigation of the association between physical inactivity and quartile groupings of social capital scores. Physical inactivity was negatively associated with the measure of social capital. Individuals in the top two quartiles of social capital were significantly less likely to be physically inactive than those in the two lowest quartiles. In summary, low social capital was associated with physical inactivity. The results offer implications for health promotion programs aimed at increasing levels of physical activity at the community or population level.