Objective: The purpose of this study was to examine whether engaging in certain physical activity intensity levels in isolation (e.g., only vigorous exercise) are associated with the C-reactive protein (CRP). Methods: Data were extracted from the 1999 to 2006 National Health and Nutrition Examination Survey (7564 adults; 18-50 years). CRP was assessed from a blood sample and participants reported whether or not they engaged in moderate-intensity physical activity (MPA), vigorous-intensity physical activity (VPA), or moderate-to-VPA (MVPA). Results: After adjusting for age, gender, race-ethnicity, and body mass index, when compared to those who engaged in MVPA, those who engaged in only MPA (βadjusted = 0.08; 95% confidence interval [CI]: 0.04-0.12; P < 0.001) had higher CRP levels. After adjustments, when compared to those who engaged in only VPA, those who engaged in only MPA (βadjusted = 0.06; 95% CI: 0.001-0.11; P = 0.04) had higher CRP levels. Finally, after adjustments, there was no difference between those who engaged in only VPA (βadjusted = 0.02; 95% CI: −0.03-0.07; P = 0.45) compared to those engaging in MVPA. Conclusion: These findings suggest that, among those reporting engagement in physical activity, those who exclusively limit their engagement to MPA may have worse health outcomes associated with higher CRP when compared to those engaging in VPA and MVPA.