Higher levels of oxidative stress, as measured by F2-isoprostanes, have been associated with chronic diseases such as CVD and some cancers. Improvements in diet and physical activity may help reduce oxidative stress; however, previous studies regarding associations between lifestyle factors and F2-isoprostane concentrations have been inconsistent. The aim of this cross-sectional study was to investigate whether physical activity and intakes of fruits/vegetables, antioxidant nutrients, dietary fat subgroups and alcohol are associated with concentrations of F2-isoprostane and the major F2-isoprostane metabolite. Urinary F2-isoprostane and its metabolite were measured in urine samples collected at enrolment from 912 premenopausal women (aged 35–54 years) participating in the Sister Study. Physical activity, alcohol consumption and dietary intakes were self-reported via questionnaires. With adjustment for potential confounders, the geometric means of F2-isoprostane and its metabolite were calculated according to quartiles of dietary intakes, alcohol consumption and physical activity, and linear regression models were used to evaluate trends. Significant inverse associations were found between F2-isoprostane and/or its metabolite and physical activity, vegetables, fruits, vitamin C, α-carotene, vitamin E, β-carotene, vitamin A, Se, lutein+zeaxanthin and long-chain n-3 fatty acids. Although trans fats were positively associated with both F2-isoprostane and its metabolite, other dietary fat subgroups including SFA, n-6 fatty acids, n-3 fatty acids, MUFA, PUFA, short-chain n-3 fatty acids, long-chain n-3 fatty acids and total fat were not associated with either F2-isoprostane or its metabolite. Our findings suggest that lower intake of antioxidant nutrients and higher intake of trans fats may be associated with greater oxidative stress among premenopausal women.