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Objectives: We examined the use of data from social media for surveillance of physical activity prevalence in the USA. Methods: We obtained data from the social media site Twitter from April 2015 to March 2016. The data consisted of 1382 284 geotagged physical activity tweets from 481146 users (55.7% men and 44.3% women) in more than 2900 counties. We applied machine learning and statistical modelling to demonstrate sex and regional variations in preferred exercises, and assessed the association between reports of physical activity on Twitter and population-level inactivity prevalence from the US Centers for Disease Control and Prevention. Results: The association between physical inactivity tweet patterns and physical activity prevalence varied by sex and region. Walking was the most popular physical activity for both men and women across all regions (15.94% (95% CI 15.85% to 16.02%) and 18.74% (95% CI 18.64% to 18.88%) of tweets, respectively). Men and women mentioned performing gym-based activities at approximately the same rates (4.68% (95% CI 4.63% to 4.72%) and 4.13% (95% CI 4.08% to 4.18%) of tweets, respectively). CrossFit was most popular among men (14.91% (95% CI 14.52% to 15.31%)) among gym-based tweets, whereas yoga was most popular among women (26.66% (95% CI 26.03% to 27.19%)). Men mentioned engaging in higher intensity activities than women. Overall, counties with higher physical activity tweets also had lower leisure-time physical inactivity prevalence for both sexes. Conclusions: The regional-specific and sex-specific activity patterns captured on Twitter may allow public health officials to identify changes in health behaviours at small geographical scales and to design interventions best suited for specific populations.