Undergraduate student participation in out-of-class activities yields a range of documented benefits and represents an area of study that can inform efforts to increase persistence in science, technology, engineering or mathematics (STEM) majors, particularly for underrepresented groups. This study was designed to explore the impact of selected engagement and demographic factors on participation in out-of-class activities by undergraduate students pursuing STEM degrees. We surveyed undergraduate 1,318 undergraduate STEM students from multiple institutions across the United States, with a focus on institutions that awarded STEM degrees to a relatively high number of underrepresented students. Logistic regression was used to build a prediction model of out-of-class activity participation using achievement striving, peer interaction, high school participation profile, and generation in college. There were significant interaction effects involving the level of high school participation, generation in college, and major valuing with race/ethnicity and gender. The model suggests an actionable plan to improve undergraduate STEM student participation in out-of-class activities.