Background: In response to conflicting findings for activity levels across sociodemographic groups, this study examined differences in adolescents’ in-school, out-of-school, and weekend physical activity (PA) by sociodemographic subgroups using representative US data. Methods: Data were obtained from the Family Life, Activity, Sun, Health, and Eating study. Multiple regression models compared in-school, out-of-school, and weekend PA by gender and race/ethnicity, and examined potential modification of associations by grade (middle vs high school) and socioeconomic status (lower vs higher). Results: Final analytic sample was 1413 adolescents (Mean age = 14.5 y, 51.3% female, 64.5% white). Compared with whites, in-school PA was significantly higher among blacks and those classified as other race/ethnicity for middle school (69.8 and 71.0, respectively, vs 66.4 min/d), and among Hispanics for high school (52.7 vs 48.4 min/d). Hispanics’ (vs whites’) out-of-school PA was significantly lower for middle school (63.7 vs 66.6 min/d), but higher for high school (54.0 vs 51.8 min/d). In-school PA was significantly higher among adolescents of lower (vs higher) socioeconomic status among males and Hispanics (all Ps < .05). Conclusions: The relation of race/ethnicity with PA varies by grade and time of day/week. Socioeconomic status findings contradict previously reported findings. Efforts to increase PA based on sociodemographic disparities should consider potential interaction effects.