If you're looking at activities for which women wear stretchy fitness clothing - that, working out, running, doing yoga, etc. solely as a form of leisure exercise - then yes, women were not as active. Having a taut, muscular, thin body was not desirable. However, if you look at daily life outside of leisure exercise, then that's another question. Fitness clothing is designed to allow the wearer to be able to bend joints fairly far and fast. (And also for aesthetics, which should never be discounted.) This is really only necessary for exercising the way that we exercise now - not for all movement. Note, for example, modern construction workers: they don't wear spandex and tank tops, but they have jobs that involve a lot of activity.

During the Renaissance, at least in Europe, there wasn't any notion of a genre of clothes worn for activity, in part because clothing wasn't actually that cumbersome. The idea that long skirts and petticoats are a real problem for movement is exaggerated in the popular imagination; women were perfectly able to walk and run in them, help bring in the harvest, etc. If you were going to do something where you might get dirty you would obviously not wear nicer clothes - that's all. Toward the end of the 17th century, we see the development of the riding habit, which is based on men's clothing in the cut of the coat. This was a fairly high-end outfit - you wouldn't have one if you weren't riding horses for fun - but was in some sense an all-purpose "active" outfit, as it could be worn for outdoors activity or traveling. There are fashion plates labeled "walking dress" in the first half of the 19th century, but there are more like promenade wear; you don't really see activewear come up until the 1860s or so, I'd argue, with the rise of outfits for the seaside and serious walking or even hiking. For example, the Balmoral petticoat, significantly shorter than fashionable almost-floor-touching skirts. For the most part, dress for sporting activity - hiking, playing tennis, boating, and so on - was made out of stronger, better-wearing materials than everyday clothes and less decorated, maybe cut up to the ankle rather than down to the toes. In the 1890s, with the rise of bicycling as a popular middle-class activity, we do see the stereotypical jodhpurs/bloomers/knickers occasionally being worn, but it was actually common to wear a skirt, either divided or not. The idea that you need to be very stripped down for activity is a modern one.

You'll have to be more specific about when you're talking. Across all of history, the answer is sometimes yes and sometimes no.

Is there a particular time period you want to narrow this down to?