There is limited knowledge about how global macro-environmental trends, such as regional-level population densification and economic growth, have influenced Europeans' physical activity and sitting time. The current study examined the cross-sectional and longitudinal relationships of regional population density and gross domestic product (GDP) with Europeans' physical activity (PA) and sitting time. Additionally, the moderating effects of gender, age, education and occupation were examined. Repeated cross-sectional data from the Special Eurobarometer 2002, 2005 and 2013 (n = 51,820; 18–98 years) complemented with objective data on regional population density and GDP from Eurostat (259 regions, 24 countries) were analysed. Generalised linear mixed models were applied to estimate cross-sectional and longitudinal relationships of density and GDP with self-reported PA and sitting time. An increase in population density of 1000 inhabitants/km2 was related to a 9.04 times higher odds of meeting PA guidelines among those with 16 to 19 years of education, but no relationship was observed among those with <15 or >20 years of education. An increase in GDP was more strongly related to a higher odds of meeting PA guidelines among women than men. Furthermore an increase in GDP was related to a higher odds of meeting PA guidelines among those with at least 20 years of education, white collar workers or self-employed, retirees and students, but not among other education or occupation subgroups. For sitting time, an increase in population density of 1000 inhabitants/km2 was related to a 93% decrease in the odds of a high sitting time across all subgroups. An increase in GDP was significantly negatively related to sitting time among students, but no relationships were observed among other subgroups. To prevent widening of the health inequality gap, policy makers in countries undergoing population densification and economic growth should ensure that increased prosperity stimulates physical activity across all education and occupation subgroups. •Population densification and economic growth relate to physical activity and sitting time.•These relationships differ based on gender, age, education and occupation.•Our findings yield information to address health inequalities