Numerous studies have reported positive impacts of physical activity on cognitive function. However, the majority of these studies have utilised physical activity questionnaires or surveys, thus results may have been influenced by reporting biases. Through the objective measurement of routine levels of physical activity via actigraphy, we report a significant association between intensity, but not volume, of physical activity and cognitive functioning. A cohort of 217 participants (aged 60-89 years) wore an actigraphy unit for 7 consecutive days and underwent comprehensive neuropsychological assessment. The cohort was stratified into tertiles based on physical activity intensity. Compared with individuals in the lowest tertile of physical activity intensity, those in the highest tertile scored 9%, 9%, 6% and 21% higher on the digit span, digit symbol, Rey Complex Figure Test (RCFT) copy and Rey Figure Test 30-min recall test, respectively. Statistically, participants in the highest tertile of physical activity intensity performed significantly better on the following cognitive tasks: digit symbol, RCFT copy and verbal fluency test (all P<0.05). The results indicate that intensity rather than quantity of physical activity may be more important in the association between physical activity and cognitive function.