Objective Exercise is a cornerstone of therapy for Parkinson’s disease. This study addressed the association between physical fitness and the onset of Parkinson’s disease and association with cardiovascular risk factors. Patients and methods Male veterans ( N = 7347, 59.0 ± 11.2 years) from the Veterans Exercise Testing Study cohort were evaluated. Physical fitness was measured objectively by maximal exercisetesting. Onset of Parkinson’s disease was abstracted from the Veterans Affairs computerized patient records system. Results After a mean follow-up of 12.5 ± 6.3 years, a total of 94 (1.3%) developed Parkinson’s disease. Incidence was 86 cases per 100,000 person-years. The strongest multivariate factors associated with incidence of Parkinson’s disease were higher age (hazard ratio: 1.067, 95% confidence interval (CI): 1.043-1.093, p < .001), current smoking (hazard ratio: 0.511, 95% CI: 0.274-0.953, p = .035) and physical fitness (high vs. low: hazard ratio: 0.239, 95% CI: 0.079-0.725, p = .011). Compared with patients with no or only one of these risk factors, patients with two risk factors had a 3.7-fold ( p < .001) increased risk for incidence of Parkinson’s disease; those with all three risk factors had a 7.8-fold ( p < .001) higher risk. Conclusions High physical fitness, current smoking and younger age were associated with a lower incidence of Parkinson’s disease. These findings parallel those of several epidemiological studies focusing on physical activity and the onset of Parkinson’s disease. Together, these observations provide strong support for recommending physical activity to diminish risk of Parkinson’s disease.