Background: Modifying lifestyle factors such as diet and exercise can reduce the risk of cancer. Psychological stress (PS) might be indirectly associated with cancer because it alters lifestyle factors. However, the relationship among these variables has not been fully investigated. Thus, we examined interactions between self-reported PS (SRPS) and habitual exercise on diet. Materials and Methods: In all, 5,587 men and 2,718 women were divided into "exerciser" and :non-exerciser" groips, based on whether they exercised reguarly, and classified into three SRPS levels: low, moderate and high. Diet was estimated using a validated food frequency questionnaire. Using a general linear model, food and nutrient consumption was estimated for each SRPS level in the 2 exercise groups, and the interactions between SRPS levels and exercise were calculated. Results: In women, the intake of pork and beef, low fat milk and yogurt, natto (fermented soybean), carrots and squash, other root vegetables, mushrooms, seaweeds, and wine along with the nutrients vegetable protein, soluble, insoluble and total dietary fiber, daidzein, genistein, carotene, retinol equivalents, vitamin B2, pantothenic acid, potassium, calcium, magnesium, phosphorus and iron demonstrated significant interaction with SRPS and habitual exercise (p for interaction <0.05). In men, raw and green leafy vegetable and fruit and vegetable juice significantly interacted with SRPS and habitual exercise (p for interaction <0.05). Conclusions: We suggest that certain foods and nutrients, which are thought to have a protective effect against cancer, interact with SRPS and habitual exercise, especially in women. This information is valuable for understanding and improving interventions for cancer prevention.