Physical activity exerts anti-inflammatory effects, but genetic variation may modify its influence. In particular, the rs1800629 single-nucleotide polymorphism (SNP) in the tumor necrosis factor ( TNF) gene and the rs1800795 SNP in the interleukin-6 ( IL6) gene have been found to modify the effect of exercise training on circulating levels of C-reactive protein (CRP) and IL-6, respectively. We assessed whether rs1800629 and rs1800795 modified the effect of moderate-to-vigorous physical activity on changes in serum levels of high-sensitivity CRP and IL-6 in the Finnish Diabetes Prevention Study (DPS). Genotype and 1-year data on changes in physical activity, serum CRP and IL-6 were available for 390 overweight subjects with impaired glucose tolerance. The rs1800629 SNP in TNF interacted with the 1-year change in moderate-to-vigorous physical activity on changes in CRP among those who had high (≥3 mg/L) baseline CRP levels ( P = 0.034 for interaction). Carriers of the GG genotype showed a greater decrease in CRP with increasing physical activity than the individuals with the A allele. No interaction between the rs1800795 SNP in IL6 and changes in moderate-to-vigorous physical activity on the 1-year change in serum IL-6 was found. In conclusion, the rs1800629 SNP in the TNF gene may modify the effect of moderate-to-vigorous physical activity on serum levels of CRP.