Background Regular physical activity improves overall health, and has the capacity to reduce risk of chronic diseases and death. However, better understanding of the relationship between multiple lifestyle risk behaviours and disease outcomes is pertinent for prioritising public health messaging. The aim of this systematic review is to examine the association between physical inactivity in combination with additional lifestyle risk behaviours (smoking, alcohol, diet, or sedentary behaviour) for cardiovascular disease, cancer, and all-cause mortality. Methods We searched Ovid Medline, EMBASE, and the Cochrane Register from 1 January 2010 to 12 December 2017, for longitudinal observational studies of adults (18+ years) in the general population with a publication date of 2010 onwards and no language restriction. Main exposure variables had to include a physical activity measure plus at least one other lifestyle risk factor. In total, 25,639 studies were identified. Titles, abstracts and full-text articles of potentially relevant papers were screened for eligibility. Data was extracted and quality assessment was completed using a modified Newcastle-Ottawa Scale (NOS). Results Across the 25 eligible studies, those participants who reported being physically active combined with achieving other health behaviour goals compared to those who were categorised as physically inactive and did not achieve other positive lifestyle goals, were at least half as likely to experience an incident cardiovascular disease (CVD) event, die from CVD, or die from any cause. These findings were consistent across participant age, sex, and study length of follow-up, and even after excluding lower quality studies. We also observed a similar trend among the few studies which were restricted to cancer outcomes. Most studies did not consider epidemiological challenges that may bias findings, such as residual confounding, reverse causality by pre-existing disease, and measurement error from self-report data. Conclusions High levels of physical activity in combination with other positive lifestyle choices is associated with better health outcomes. Applying new approaches to studying the complex relationships between multiple behavioural risk factors, including physical activity, should be a priority.