BACKGROUND: We assessed whether the residential built environment was associated with physical activity (PA) differently on weekdays and weekends, and contributed to socio-economic differences in PA. METHODS: Measures of PA and walkability, park proximity and public transport accessibility were derived for baseline participants (n = 1,064) of the Examining Neighbourhood Activities in Built Living Environments in London (ENABLE London) Study. Multilevel-linear-regressions examined associations between weekend and weekday steps and Moderate to Vigorous PA (MVPA), residential built environment factors, and housing tenure status as a proxy for socio-economic position. RESULTS: A one-unit decrease in walkability was associated with 135 (95% CI [28; 242]) fewer steps and 1.2 (95% CI [0.3; 2.1]) fewer minutes of MVPA on weekend days, compared with little difference in steps and minutes of MVPA observed on weekdays. A 1km-increase in distance to the nearest local park was associated with 597 (95% CI [161; 1032]) more steps and 4.7 (95% CI [1.2; 8.2]) more minutes of MVPA on weekend days; 84 fewer steps (95% CI [-253;420]) and 0.3 fewer minutes of MVPA (95%CI [-2.3, 3.0]) on weekdays. Lower public transport accessibility was associated with increased steps on a weekday (767 steps, 95%CI [-13,1546]) compared with fewer steps on weekend days (608 fewer steps, 95% CI [-44, 1658]). None of the associations between built environment factors and PA on either weekend or weekdays were modified by socio-economic status. However, socio-economic differences in PA related moderately to socio-economic disparities in PA-promoting features of the residential neighbourhood. CONCLUSIONS: The residential built environment is associated with PA differently at weekends and on weekdays, and contributes moderately to socio-economic differences in PA.