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Rates of food insecurity are high among adults with serious mental illness (SMI); this population also engages in less physical activity than the general population. However, the relationship between food insecurity and physical activity in this group has not been explored. We examined food insecurity prevalence and its association with physical activity in 314 adults with SMI living in supportive housing in New York City and Philadelphia and enrolled in an institutional review board-approved randomized controlled trial of a Peer Group Lifestyle Balance (PGLB) program. We analyzed 2014 baseline survey data, including demographic data and self-reported food security, and four self-reported physical activity outcomes: any physical activity per week (yes/no) and 2) total, 3) moderate, or 4) vigorous physical activity minutes per week. A logistic regression model examined food security as a predictor of any physical activity; zero-inflated negative binomial regression models were used for the other three physical activity outcomes; demographic and clinical predictors were assessed for inclusion in models. Over half of participants (51.7%) reported low or very low levels of food security. Relationships between food insecurity and three physical activity measures (any physical activity, total weekly minutes, and moderate weekly minutes) were non-significant; those with lower food security were more likely to engage in vigorous physical activity. The high food insecurity prevalence highlights the importance of measuring and addressing food security in populations experiencing SMI; measuring physical activity is also important for tailored lifestyle recommendations. Future studies should examine longitudinal changes in food security and physical activity.