India is currently facing a non-communicable disease epidemic. Physical activity (PA) is a preventative factor for non-communicable diseases. Understanding the role of the built environment (BE) to facilitate or constrain PA is essential for public health interventions to increase population PA. The objective of this study was to understand BEs associations with PA occurring in two major life domains or life areas—travel and leisure—in urban India. Between December 2014 and April 2015, in-person surveys were conducted with participants (N = 370; female = 47.2%) in Chennai, India. Perceived BE characteristics regarding residential density, land use mix-diversity, land use mix-access, street connectivity, infrastructure for walking and bicycling, aesthetics, traffic safety, and safety from crime were measured using the adapted Neighborhood Environment Walkability Scale-India (NEWS-India). Self-reported PA was measured the International Physical Activity Questionnaire. High residential density was associated with greater odds of travel PA (aOR = 1.9, 95% CI = 1.2, 3.2). Land use mix-diversity was positively related to travel PA (aOR = 2.1, 95%CI = 1.2, 3.6), but not associated with leisure or total PA. The aggregate NEWS-India score predicted a two-fold increase in odds of travel PA (aOR = 1.9, 95% CI = 1.1, 3.1) and a 40% decrease in odds of leisure PA (aOR = 0.6, 95% CI = 0.4, 1.0). However, the association of the aggregated score with leisure PA was not significant. Results suggest that relationships between BE and PA in low-and-middle income countries may be context-specific, and may differ markedly from higher income countries. Findings have public health implications for India suggesting that caution should be taken when translating evidence across countries.