The longitudinal association between physical activity and lung function is unclear. Therefore, we examined said association over eight years. This study included data from 2966 participants in English Longitudinal Study of Ageing (63 ± 7 years [mean ± SD]), a prospective study of initially healthy, community dwelling adults. Physical activity was assessed using an interview and lung function using a spirometer at baseline (2004–5) and follow-up (2012 − 13). General linear regression was used to assess associations between activity and lung function. Logistic regression was used to assess the odds of new cases of abnormal lung function. Some 14% of participants were defined as physically inactive at baseline, 50% were classified into the moderate group, and 36% into the vigorous group. In comparison with remaining inactive at follow-up, remaining active was positively associated with forced vital capacity (FVC) (β = 0.09, 95% confidence interval [CI]: 0.01, 0.17; p = 0.02) and forced expiratory volume in one second (FEV-1) (β = 0.09, 95% CI: 0.02, 0.15; p = 0.01) after adjustment for baseline lung function score and other covariates. Using the fifth centile to define the lower limit of normal (that is, − 1.64 z scores), there were lower odds of incident abnormal lung function in participants who remained physically active compared to those who remained inactive (FVC odds ratio = 0.31, 95% CI: 0.17, 0.55. FEV-1 odds ratio = 0.43, 95% CI: 0.26, 0.72). Similar associations were observed in those who became active. This study suggests that remaining physically active or becoming active in older age is positively associated with lung function and reduced odds of abnormal lung function.