The importance of neighbourhoods for health and wellbeing may vary according to an individual's reliance on their local resources, but this assertion is rarely tested. We investigate whether greater neighbourhood 'exposure' through reliance on or engagement with the residential setting magnifies neighbourhood-health associations. Methods: Three built environment characteristics (destination density, streetscape (attractiveness of built environment) and street connectivity) and two physical activity components (weekday and weekend accelerometer counts) were measured for 2033 residents living in 48 neighbourhoods within four New Zealand cities in 2009-2010, giving six different built environment-physical activity associations. Interactions for each built environment-physical activity association with four individual-level characteristics (acting as proxies for exposure: gender, working status, car access, and income) were assessed with multi-level regression models; a total of 24 'tests'. Results: Of the 12 weekday built environment-physical activity tests, 5 interaction terms were significant (p < 0.05) in the expected direction (e.g. stronger streetscape-physical activity among those with restricted car access). For weekend tests, one association was statistically significant. No significant tests were contradictory. Pooled across the 12 weekday physical activity 'tests', a 1 standard deviation increase in the walkability of the built environment was associated with an overall 3.8% (95% CI: 3.6%-4.1%) greater increase in weekday physical activity across all the types of people we hypothesised to spend more time in their residential neighbourhood, and for weekend physical activity it was 4.2% (95% CI 3.9%-4.5%). Conclusions: Using multiple evaluation methods, interactions were in line with our hypothesis, with a stronger association seen for proxy exposure indicators (for example, restricted car access). Added to the wider evidence base, our study strengthens causal evidence of an effect of the built environment on physical activity, and highlights that health gains from improvements of the residential neighbourhood may be greater for some people.