Background: Musculoskeletal pain (MP) is common among health care professionals, including physical therapists (PTs). The physically demanding nature of their work might contribute to increase MP rates. Strength training has a positive effect on musculoskeletal health and MP. However, no studies have evaluated the association of strength training during leisure time on MP among PTs. This study aims to analyze the association between frequency and intensity of strength training during leisure time and MP in the back, neck–shoulder, and arm–hand among PTs. Methods: Data on MP and intensity and frequency of strength training were obtained using a questionnaire responded by 1006 PTs. The odds for having lower level of MP as a function of intensity or frequency of the strength training were estimated using binary logistic regression. Results: High-intensity strength training showed strong associations with lower intensity of MP in neck–shoulder (odds ratio = 5.08; 95% confidence interval, 1.36–18.92), arm–hand (odds ratio = 5.22; 95% confidence interval, 1.11–24.51), and back (odds ratio = 5.22; 95% confidence interval, 1.41–19.28). However, frequency and lower intensities were not significantly associated with MP in any body part. Conclusions: High-intensity strength training is strongly associated with lower levels of MP in arm–hand, neck–shoulder, and back, whereas no association was found with frequency or lower intensities.