The aim of the present study was to examine the sex-related associations between accelerometer-measured daily step counts and adiposity indicators in adults from eight Latin American countries. We analyzed data from 2524 adults (aged 18–65 years) from the Latin American Study of Nutrition and Health. Device-measured daily step counts were measured by accelerometers (ActiGraph GT3X). The outcomes were body mass index (BMI; (kg/m2), waist and neck circumference (in cm). Overall, the mean of daily steps counts, BMI, waist and neck circumference were 10699.8, 27.3, 89.6, and 35.8. Weak and negative associations were observed between daily steps counts and BMI (r = −0.17; p < 0.05) and waist circumference (r = −0.16; p < 0.05); however, step counts was not associated with neck circumference. Daily steps counts were negatively associated with BMI (β: −0.054; 95%CI: −0.077; −0.012) and waist circumference (−0.098; −0.165; −0.030) independently of age and socioeconomic level. In men, there were significant negative associations between daily steps counts with BMI (−0.075; −0.119; −0.031) and waist circumference (−0.140; −0.233; −0.048), and in women, there was no significant association with either of the body composition indicators. The findings from this study need to be examined in prospective settings that use device-measured from Latin America.