A physically active lifestyle incurs health benefits and physically active individuals show reduced reactivity to psychosocial stressors. However, the findings are inconclusive and are based on self-reported physical activity and sedentary time. The present study aimed at studying the associations between psychological stressors (job demand, control, support, JD-C-S) and objectively measured physical activity (PA) on various intensities from sedentary (SED) to vigorous physical activity. The participants were 314 employees from a cross-sectional study. PA data were collected with the accelerometer ActiGraph GT3X (Pensacola, FL, USA), SED data with the inclinometer activPAL (PAL Technologies Ltd., Glasgow, Scotland, UK), and psychosocial stressors with a web questionnaire. Results showed that vigorous-intensity PA was negatively associated with demand (β -0.15, p < 0.05), even when adjusted for the covariates. SED was negatively associated to support (β -0.13, p < 0.05). Stress significantly moderated relations between support and sedentary time (β -0.12, p < 0.05). Moderate PA (MVPA) was negatively associated with demand, but only when controlling for overtime (β -0.13, p < 0.05). MVPA was also negatively associated with control (β -0.15, p < 0.05) but not when work engagement was included in the model. Being more physically active and spending less time sedentary may help to handle job situations with high demand and low support.