Affect is known to be predictive of and enhanced by higher physical activity (PA) levels in the general population. This secondary analysis aimed to increase the understanding of the bi-directional relationship between PA and core affect (i.e. valence, energetic arousal, and calmness) among adults with higher body weight. Affect and PA were assessed in naturalistic settings via ecological momentary assessment using a mixed sampling scheme from 157 participants (body mass index: 32.99 ± 3.78 kg/m2). Multilevel models revealed that being more physically active in the 15 minutes prior to the assessment predicted an increase in energetic arousal and a decrease in calmness. Subsequently, feeling more energetic and agitated was associated with increased PA within the following 15 minutes. Valence (i.e. pleasure–displeasure) was not associated with PA nor predictive of subsequent PA. Digital PA interventions may target the enhancement of feelings of energy and present psychoeducation about these distinct psychological benefits.