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Background/Objective: Environmental exposures, such as heavy metals, can significantly affect physical activity, an important determinant of health. This study explores the effect of physical activity on combined exposure to cadmium, lead, and mercury (metals), using data from the 2013–2014 National Health and Nutrition Examination Survey (NHANES). Methods: Physical activity was measured with ActiGraph GT3X+ devices worn continuously for 7 days, while blood samples were analyzed for metal content using inductively coupled plasma mass spectrometry. Descriptive statistics and multivariable linear regression were used to assess the impact of multi-metal exposure on physical activity. Additionally, Bayesian Kernel Machine Regression (BKMR) was applied to explore nonlinear and interactive effects of metal exposures on physical activity. Using a Gaussian process with a radial basis function kernel, BKMR estimates posterior distributions via Markov Chain Monte Carlo (MCMC) sampling, allowing for robust evaluation of individual and combined exposure-response relationships. Posterior Inclusion Probabilities (PIPs) were calculated to quantify the relative importance of each metal. Results: The linear regression analysis revealed positive associations between cadmium and lead exposure and physical activity. BKMR analysis, particularly the PIP, identified lead as the most influential metal in predicting physical activity, followed by cadmium and mercury. These PIP values provide a probabilistic measure of each metal’s importance, offering deeper insights into their relative contributions to the overall exposure effect. The study also uncovered complex relationships between metal exposures and physical activity. In univariate BKMR exposure-response analysis, lead and cadmium generally showed positive associations with physical activity, while mercury exhibited a slightly negative relationship. Bivariate exposure-response analysis further illustrated how the impact of one metal could be influenced by the presence and levels of another, confirming the trends observed in univariate analyses while also demonstrating the complexity varying doses of two metals can have on either increased or decreased physical activity. Additionally, the overall exposure effect analysis across different quantiles revealed that higher levels of combined metal exposures were associated with increased physical activity, though there was greater uncertainty at higher exposure levels as the 95% credible intervals were wider. Conclusions: Overall, this study fills a critical gap by investigating the interactive and combined effects of multiple metals on physical activity. The findings underscore the necessity of using advanced methods such as BKMR to capture the complex dynamics of environmental exposures and their impact on human behavior and health outcomes.