Early menarche has been associated with higher risk of breast cancer. A prospective study of 2487 girls, has been conducted in Quebec City, Canada, to evaluate the relationship of exercise to menarche, taking personal and family characteristics into account. Weight, height, body mass index, and abdominal and supra-iliac skinfolds were inversely associated with age of menstruation. Mother's age at menarche was positively associated with age of menstruation. Age, mother's age at menarche, and weight-adjusted incidence density ratios (IDR) showed no association between energy expenditure and onset of menstruation. Girls who participated in dance, gymnastic figure skating, synchronized swimming, or diving competitions had a lower risk of reaching menarche at an early age (IDR = 0.71 (0.51-0.97)).