This study examines, through the lens of gender, whether engagement in sports, self-efficacy and grade level affect academic achievements of adolescents. The study comprised 491 10th-12th grade students--218 males and 273 females; 170 participated in competitive sports, 185 participated in non-competitive sports, and 136 were not involved in sports. We found in both genders a significant positive link between the sense of academic self-efficacy and academic achievement, and a negative link between the sense of self-efficacy in sports and academic achievement. However, girls engaged with the competitive sports showed better academic achievements than the boys and girls in the other groups, while boys engaged with competitive sports demonstrated the lowest academic achievements. In addition, we found that the variables examined provide stronger explanation of the academic achievement of boys than those of girls. Insights of this study should be incorporated into sports educators' programs to further drive gender equality.