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Physical activity (PA) and sedentary behavior (SB) affect people’s physical and mental health. The aim was to examine changes in PA and SB in a Swedish population: at three time points: 2019, 2020, and 2022, i.e., before and during the COVID-19 pandemic. Pre-pandemic PA and SB, i.e., 2019, were assessed retrospectively in 2020. Associations between PA and SB with sex, age, occupation, COVID-19 history, weight change, health, and life satisfaction were also examined. The design was repeated cross-sectionally. The main findings demonstrate the PA levels decreased between 2019 and 2020, and between 2019 and 2022, but not between 2020 and 2022. The SB increase was most evident between 2019 and 2020. Between 2020 and 2022, results showed a decrease in SB, but SB did not reach pre-pandemic levels. Both sexes decreased their PA over time. Although men reported more PA sex, they did not have any association with PA changes. Two age groups, 19–29 years and 65–79 years, decreased their PA over time. Both PA and SB were associated with COVID-19, occupation, age, life satisfaction, health, and weight change. This study underlines the importance of monitoring changes in PA and SB as they have relevance for health and well-being. There is a risk that the levels of PA and SB do not return to pre-pandemic levels in the population.