The aims of this study were to identify differences between the sexes in extra-curricular participation in sports and to determine its association with body fat and socio-demographic factors in Spanish adolescents. A total of 2165 adolescents (1124 males and 1041 females) aged 13.0-18.5 years from the AVENA Study participated. Participants filled in an ad hoc questionnaire for extra-curricular participation in sports, which was the dependent variable. Independent variables were: age, percent body fat, and father's and mother's educational level and occupation. Chi-square tests and logistic regression were applied. Bivariate analysis showed for male adolescents that age and father's occupation were related to extra-curricular participation in sports. In addition, body fat and mother's education and occupation (all P < 0.05) were related to extra-curricular participation of in sports for female adolescents. Logistic regression analysis showed that the likelihood of involvement in extra-curricular participation in sports was 5.3-fold (3.86-7.38) higher for males than females. Age and father's education in both males and females were independently associated with extra-curricular participation in sports. In summary, Spanish male adolescents were shown to engage in more extra-curricular sports than females. In addition, age and father's education (in both sexes) were associated with the participation of their offspring in extra-curricular sports during adolescence.