Aim The objective of the present study was to investigate bidirectional longitudinal relationships between sense of coherence (SOC) and physical activities (PA) among community‐dwelling older adults. Methods Self‐administered questionnaires were sent to 508 community‐dwelling adults aged 65–85 years who expressed their intention to participate in our surveys including cognitive function tests and physical performance tests. Of these, 427 people responded to the baseline survey, and 223 of them participated in the follow‐up survey 1 year later. Finally, the number of eligible respondents who had no missing values in all data was 179 (valid response rate: 35.2%). We used the 13‐item five‐point version of the Sense of Coherence Scale to assess SOC variables, and the Physical Activity Scale for the Elderly to assess PA variables. A structural equation modeling method was used to analyze bidirectional longitudinal relationships between SOC and PA. Cross‐lagged effects and synchronous effects models were applied to analyze these relationships. Demographic variables (age, sex, education, living arrangements, medical histories, employment status), cognitive function and physical performance were used as control variables. Results Leisure‐time PA had a cross‐lagged effect (β = 0.117, P < 0.05) and a synchronous effect (β = 0.217, P < 0.001) on SOC. In contrast, no significant effect of SOC on any type of PA was observed in either the cross‐lagged effects model or the synchronous effects model. Conclusions Leisure‐time PA might contribute to enhancing SOC in community‐dwelling older adults. Geriatr Gerontol Int 2017; ••: ••–••.