The study explores whether physical activity (PA) in early adolescence limits the risk of internalizing and externalizing problems in youth with difficult temperaments, from low-income families, or exposed to impaired family functioning. Participants (N = 1312; 53% girls) were drawn from the Quebec Longitudinal Study of Child Development (QLSCD). Results revealed that difficult temperament was associated with subsequent symptoms of anxiety among youth with low PA levels. Impaired family functioning was associated with higher levels of subsequent physical aggressivity among youth with high levels of PA. These results highlight the complex role of PA in different aspects of adjustment and the importance of the quality of PA contexts in young adolescents exposed to family adversity.