Background Vigorous intermittent lifestyle physical activity (VILPA) refers to brief bouts of intense physical activity embedded into daily life. Objective To examine sex differences in the dose–response association of VILPA with major adverse cardiovascular events (MACE) and its subtypes. Methods Using multivariable-adjusted cubic splines, we examined the associations of daily VILPA duration with overall MACE and its subtypes (incident myocardial infarction, heart failure and stroke) among non-exercisers (individuals self-reporting no leisure-time exercise and no more than one recreational walk per week) in the UK Biobank. We also undertook analogous analyses for vigorous physical activity among exercisers (individuals self-reporting participation in leisure-time exercise and/or recreational walking more than once a week). Results Among 13 018 women and 9350 men, there were 331 and 488 all MACE, respectively, over a 7.9-year follow-up. In women, daily VILPA duration exhibited a near-linear dose–response association with all MACE, myocardial infarction and heart failure. In men, dose-reponse curves were less clear with less evidence of statistical signifigance. Compared with women with no VILPA, women’s median daily VILPA duration of 3.4 min was associated with hazard ratios (HRs; 95% confidence intervals) of 0.55 (0.41 to 0.75) for all MACE and 0.33 (0.18 to 0.59) for heart failure. Women’s minimum doses of 1.2–1.6 min of VILPA per day were associated with HRs of 0.70 (0.58 to 0.86) for all MACE, 0.67 (0.50 to 0.91) for myocardial infarction, and 0.60 (0.45 to 0.81) for heart failure. The equivalent analyses in UK Biobank’s accelerometry sub-study exercisers suggested no appreciable sex differences in dose–response. Conclusions Among non-exercising women, small amounts of VILPA were associated with a substantially lower risk of all MACE, myocardial infarction and heart failure. VILPA may be a promising physical activity target for cardiovascular disease prevention, particularly in women unable or not willing to engage in formal exercise.