This study investigates associations of acculturation with various types of activity (moderate-vigorous leisure-time physical activity (LTPA), moderate-vigorous work- and transportation-related physical activity and sedentary activity), and whether these activities mediated the acculturation-obesity association among Mexican-Americans. In adjusted models, compared to US-born Mexican-Americans, foreign-born Mexican-Americans living in the US <10 years were significantly less likely to be in the highest LTPA and sedentary activity categories, and more likely to be in the highest total and transportation activity categories. Foreign-born Mexican-Americans living in the US ≥10 years were significantly less likely to engage in high sedentary activity but more likely to engage in high transportation activity. Sedentary behavior was the strongest mediator of the acculturation-obesity association, accounting for 40.7% and 57.1% of the total effect of acculturation on obesity among foreign-born Mexican-Americans living in the US < 10 years and ≥10 years, respectively, compared to US-born Mexican-Americans. Reducing sedentary behavior may lower the negative impact of acculturation on obesity.