We measured cardiorespiratory endurance, muscular strength and endurance, anaerobic run time, coronary risk factors, and dietary habits in male fire fighters (n = 779, ages 18 to 64 years) and performed factor analysis to determine the interrelationships and underlying factor structure of the data set. Principal component analysis produced nine factors (eigenvalues > 1.0) accounting for 61% of the total variance. However, the variable loadings were inconsistent, preventing a meaningful interpretation of the factor solution. These problems were solved through the principal axis method of common factor analysis, which revealed three factors (eigenvalues > 1.0) accounting for 29% of the total variance. Orthogonal rotation (varimax method), showed Factors 1, 2, and 3 accounting for 52%, 29%, and 19%, respectively, of the common variance. Factor 1, labeled physical fitness capacity (PFC), included age, situps, treadmill performance time, pushups, maximum exercise heart rate, and anaerobic run time. Factor 2, designated coronary risk status (CRS), included body mass index, resting systolic and diastolic blood pressure, triglycerides, and the total cholesterol-high density lipoprotein cholesterol ratio. Factor 3, termed food frequency intake (FFI), included the weekly intake of fried foods, beef, pork, eggs, caffeine, and cheese. Percentage body fat loaded on both PFC and CRS. Measures such as blood pressure, grip strength, resting heart rate, maximum exercise systolic blood pressure, cigarettes smoked per day, and weekly frequency of milk, fish, fowl, and alcohol intake contributed little to the factor solution. Correlation coefficients after oblique rotation showed PFC to be inversely related to CRS (r = -0.48). However, FFI was independent of PFC (r = 0.07) and CRS (r = - 0.10). Our findings reveal for the first time an inverse relationship between measures of physical fitness (aerobic and anaerobic capacity; muscular strength and endurance) and risk factors for coronary heart disease.