Objectives: To examine the longitudinal association between frequency of moderate physical activity (PA) and overall, physical, psychological, and social frailty among community-dwelling older adults older than 70 years. Second, we assessed the association between a 12-month change in frequency of moderate PA and frailty. Design: Longitudinal cohort study. Setting: Community settings in Spain, Greece, Croatia, the Netherlands, and the United Kingdom. Participants: A total of 1735 participants (61.1% female ; mean age = 79.6 years ; SD = 5.5 years). Measurements: The frequency of self-reported moderate PA was measured and classified into two categories: "regular frequency" and "low frequency." The 12-month change in frequency of moderate PA between baseline and follow-up was classified into four categories: "continued regular frequency, " "decreased frequency, " "continued low frequency, " and "increased frequency." The 15-item Tilburg Frailty Indicator assessed overall, physical, psychological, and social frailty. Results: Participants who undertook moderate PA with a regular frequency at baseline were less frail at 12-month follow-up than participants with a low frequency. Participants who undertook moderate PA with a continued regular frequency were least frail at baseline and at 12-month follow-up. After controlling for baseline frailty and covariates, compared with participants with a continued regular frequency, participants with a decreased frequency were significantly more overall (B = 1.31 ; 95% confidence interval [CI] = 0.99- 1.63), physically (B = 0.80 ; 95% CI = 0.58- 1.03), psychologically (B = 0.43 ; 95% CI = 0.30-0.56), and socially frail (B = 0.14 ; 95% CI = 0.04-0.23) at 12-month follow-up ; participants with a continued low frequency were significantly more overall (B = 1.16 ; 95% CI = 0.84-1.49), physically (B = 0.73 ; 95% CI = 0.51-0.96), psychologically (B = 0.42 ; 95% CI = 0.29-0.55), and socially frail (B = 0.13 ; 95% CI = 0.04-0.23) at 12-month follow-up ; the 12- month follow-up frailty level of participants who undertook moderate PA with an increased frequency was similar to those with a continued regular frequency. Conclusion: Maintaining a regular frequency of PA as well as increasing to a regular frequency of PA are associated with maintaining or improving overall, physical, psychological, and social frailty among European community- dwelling older adults older than 70 years. J Am Geriatr Soc 68:1484-1493, 2020.