Several cohort studies suggest greenness is associated with decreased mortality risk. Potential confounding by or interactions between physical activity and air pollution remains unclear. This study evaluates associations of greenness, air pollution, and physical activity with mortality risk and investigates confounding and effect modification across these key risk factors. A significant protective greenness-mortality association was observed for only highly active individuals. Air pollution and physical inactivity are robustly associated with mortality risk. Greenness may be most beneficial and air pollution relatively harmful to highly active individuals. This analysis provides evidence that, in addition to not smoking, being physically active and living in a clean, green environment contributes to improved health and reduced risk of mortality.