Physical exercise is a tool to prevent and treat some of the chronic diseases affecting the world’s population. A mechanism through which exercise could exert beneficial effects in the body is by provoking alterations to the gut microbiota, an environmental factor that in recent years has been associated with numerous chronic diseases. Here we show that physical exercise performed by women to at least the degree recommended by the World Health Organization can modify the composition of gut microbiota. Using high-throughput sequencing of the 16s rRNA gene, eleven genera were found to be significantly different between active and sedentary women. Quantitative PCR analysis revealed higher abundance of health-promoting bacterial species in active women, including Faecalibacterium prausnitzii, Roseburia hominis and Akkermansia muciniphila. Moreover, body fat percentage, muscular mass and physical activity significantly correlated with several bacterial populations. In summary, we provide the first demonstration of interdependence between some bacterial genera and sedentary behavior parameters, and show that not only does the dose and type of exercise influence the composition of gut microbiota, but also the breaking of sedentary behavior.