The purpose of the present study was to examine the extent to which social factors such as gender, age, organized sport participation and family wealth, influence adolescents' global self-worth and out-of-school physical activity (PA). Seven hundred twenty-one Greek students (346 boys and 375 girls), aged 14 to 16 years old (Mage = 14.97 ± 0.82 years), voluntarily participated in the present study. Participants completed online questionnaires measuring demographics (gender, age), organized participation in sport clubs, family wealth, global self-worth and out-of-school PA. Results revealed significant differences in adolescents' self-worth due to age and family wealth, but not due to gender and organized sport participation. Similarly, there were significant differences in out-of-school PA due to gender, age, organized sport participation and family wealth. Age and family wealth were significant predictors of global self-worth, while age and gender were significant predictors of the out-of-school PA. No significant differences emerged in global self-worth between adolescents who reported being more active and those who were less active. These findings are partially in line with previous studies in the area of sport and exercise.