Background and purpose Physical activity is associated with a reduced incidence of first‐time stroke. However, few studies have examined the effect of pre‐stroke physical activity on post‐stroke complications and clinical outcomes. Methods A total of 39 835 cases of stroke registered in the nationwide stroke registry system of Taiwan between 2006 and 2009 were analyzed according to five levels of severity as determined by National Institutes of Health Stroke Scale score upon hospital admission. Pre‐stroke physical activity was defined in the Taiwan Stroke Registry as dedicated leisure‐time physical activity for at least 30 min/day for 3 days/week for more than 6 months. A Cox model was used to compare complications and outcomes between active and inactive groups. Results The active and inactive groups were similar in age distribution and stroke type distribution, but the active group had better National Institutes of Health Stroke Scale scores upon admission. The active group also had significantly fewer post‐stroke complications. Active patients had lower hospital mortality and better functional outcomes upon discharge as per the modified Rankin Scale. Improved functional status in the active group was significant at 1, 3 and 6 months post‐stroke. Conclusion Dedicated leisure‐time physical activity for at least 30 min/day, at least three times per week for more than 6 months was associated with decreased stroke severity, fewer post‐stroke complications, lower mortality and better outcomes.