This study examined the relationship between income and physical activity by using three measures to illustrate daily physical activity: the self-reported physical activity index for leisure-time physical activity, pedometer-based total steps for overall daily physical activity, and pedometer-based aerobic steps that reflect continuous steps for more than 10 min at a time. The study population consisted of 753 adults from Finland (mean age 41.7 years; 64% women) who participated in 2011 in the follow-up of the ongoing Young Finns study. Ordinary least squares models were used to evaluate the associations between income and physical activity. The consistency of the results was explored by using register-based income information from Statistics Finland, employing the instrumental variable approach, and dividing the pedometer-based physical activity according to weekdays and weekend days. The results indicated that higher income was associated with higher self-reported physical activity for both genders. The results were robust to the inclusion of the control variables and the use of register-based income information. However, the pedometer-based results were gender-specific and depended on the measurement day (weekday vs. weekend day). In more detail, the association was positive for women and negative or non-existing for men. According to the measurement day, among women, income was positively associated with aerobic steps despite the measurement day and with totals steps measured on the weekend. Among men, income was negatively associated with aerobic steps measured on weekdays. The results indicate that there is an association between income and physical activity, but the association is gender-specific and depends on the measurement type of physical activity.