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Rural populations in the United States have lower physical activity levels and are at a higher risk of being overweight and suffering from obesity than their urban counterparts. This paper aimed to understand the environmental factors that influence physical activity among rural adults in Montana. Eight built environment audits, 15 resident focus groups, and 24 key informant interviews were conducted between August and December 2014. Themes were triangulated and summarized into five categories of environmental factors: built, social, organizational, policy, and natural environments. Although the existence of active living features was documented by environmental audits, residents and key informants agreed that additional indoor recreation facilities and more well-maintained and conveniently located options were needed. Residents and key informants also agreed on the importance of age-specific, well-promoted, and structured physical activity programs, offered in socially supportive environments, as facilitators to physical activity. Key informants, however, noted that funding constraints and limited political will were barriers to developing these opportunities. Since building new recreational facilities and structures to support active transportation pose resource challenges, especially for rural communities, our results suggest that enhancing existing features, making small improvements, and involving stakeholders in the city planning process would be more fruitful to build momentum towards larger changes.