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There are a few studies that reported the association of sleep duration with calorie intake and energy expenditure. Using cross-sectional data from a population-based prospective study, we evaluated the association of sleep duration with indicators of obesity including body mass index and waist circumference, calorie intake and its proportion of macronutrients, and physical activity. The study subjects were 4,226 male and female adults, who were aged 40 to 69 years and were free of diagnosed cardiovascular disease, diabetes mellitus, and dyslipidemia at baseline. Robust regression analysis was used to analyze associations. The study found that sleep duration is inversely associated with waist circumference, calorie intake, and percent of calories from fat intake and is positively associated with percent of calories from carbohydrate intake and physical activity. The inverse association between sleep duration and waist circumference was stronger among men than among women. The inverse association between sleep duration and calorie intake was stronger among women than among men and such association was also stronger among obese persons than those with a normal body mass index. The positive association between sleep duration and physical activity was strongly demonstrated regardless of sex or obesity. Physical activity is positively associated with sleep duration independent of potential confounding factors including age, sex, income, occupation, marital status, education, smoking status, waist circumference, calorie and macronutrient intake, and alcohol intake.