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Background: Exercise may exacerbate the adverse health effects of air pollution by increasing the inhalation of air pollutants. We investigated the combined effects of long-term exposure to fine particle matter ([PM.sub.2.5]) and habitual exercise on deaths from natural causes in Taiwan. Methods: We recruited 384 130 adults (aged [greater than or equal to] 18 yr) with 842 394 medical examination records between 2001 and 2016, and followed all participants until May 31, 2019. We obtained vital data from the National Death Registry of Taiwan. We estimated [PM.sub.2.5] exposure using a satellite-based spatiotemporal model, and collected information on exercise habits using a standard self-administered questionnaire. We analyzed the data using a Cox regression model with time-dependent covariates. Results: A higher level of habitual exercise was associated with a lower risk of death from natural causes, compared with inactivity (hazard ratio [HR] 0.84, 95% confidence interval [CI] 0.80-0.88 for the moderate exercise group; HR 0.65, 95% CI 0.62-0.68 for the high exercise groups), whereas a higher [PM.sub.2.5] exposure was associated with a higher risk of death from natural causes compared with lower exposure (HR 1.02, 95% CI 0.98-1.07, and HR 1.15, 95% CI 1.10-1.20, for the moderate and high [PM.sub.2.5] exposure groups, respectively). Compared with inactive adults with high [PM.sub.2.5] exposure, adults with high levels of habitual exercise and low [PM.sub.2.5] exposure had a substantially lower risk of death from natural causes. We found a minor, but statistically significant, interaction effect between exercise and [PM.sub.2.5] exposure on risk of death (HR 1.03 95% CI 1.01-1.06). Subgroup analyses, stratified by [PM.sub.2.5] categories, suggested that moderate and high levels of exercise were associated with a lower risk of death in each [PM.sub.2.5] stratum, compared with inactivity. Interpretation: Increased levels of exercise and reduced [PM.sub.2.5] exposure are associated with a lower risk of death from natural causes. Habitual exercise can reduce risk regardless of the levels of [PM.sub.2.5] exposure. Our results suggest that exercise is a safe health improvement strategy, even for people residing in relatively polluted regions., Air pollution and physical inactivity are both major public health challenges worldwide. (1) Air pollution was the fifth leading cause of disability related to health and accounted for 4.9 million [...]