physical activity and lung functioncause or consequence concerns exist that the positive association of physical activity with better lung function which has been suggested in previous longitudinal studies in smokers is due to reverse causation to investigate this we applied structural equation modeling sem an exploratory approach and marginal structural modeling msm an approach from the causal inference framework that corrects for reverse causation and timedependent confounding and estimates causal effects on data from participants in the european community respiratory health survey ecrhs a multicentre european cohort study initiated in 19911993 with ecrhs i and with two followups ecrhs ii in 19992003 and ecrhs iii in 20102014 753 subjects who reported current smoking at ecrhs ii with repeated data on lung function at ecrhs i ii and iii physical activity at ecrhs ii and iii and potential confounders at ecrhs i and ii were included in the analyses sem showed positive associations between physical activity and lung function in both directions msm suggested a protective causal effect of physical activity on lung function overall difference in mean 95 ci comparing active versus nonactive individuals 58 ml 2195 for forced expiratory volume in one second and 83 ml 36130 for forced vital capacity our results suggest bidirectional causation and support a true protective effect of physical activity on lung function in smokers after accounting for reverse causation and timedependent confounding