Abstract Background There is limited research on whether physical activity (PA) in early childhood is associated with the timing of pubertal events in girls. Methods We used data collected over 2011–16 from the LEGACY Girls Study (n = 984; primarily aged 6–13 years at study enrolment), a multicentre North American cohort enriched for girls with a breast cancer family history (BCFH), to evaluate if PA is associated with age at thelarche, pubarche and menarche. Maternal-reported questionnaire data measured puberty outcomes, PA in early childhood (ages 3–5 years) and total metabolic equivalents of organized PA in middle childhood (ages 7–9 years). We used interval-censored Weibull parametric survival regression models with age as the time scale and adjusted for sociodemographic factors, and we tested for effect modification by BCFH. We used inverse odds weighting to test for mediation by body mass index-for-age z-score (BMIZ) measured at study enrolment. Results Being highly active vs inactive in early childhood was associated with later thelarche in girls with a BCFH adjusted hazard ratio (aHR) = 0.39, 95% CI = 0.26–0.59), but not in girls without a BCFH. In all girls, irrespective of BCFH, being in the highest vs lowest quartile of organized PA in middle childhood was associated with later menarche (aHR = 0.70, 95% CI = 0.50–0.97). These associations remained after accounting for potential mediation by BMIZ. Conclusion This study provides new data that PA in early childhood may be associated with later thelarche in girls with a BCFH, also further supporting an overall association between PA in middle childhood and later menarche.