Background: Examining the correlates of adolescent’s physical activity (PA) and how they may differ according to the intersection of gender and family socioeconomic status (SES) can support the development of tailored interventions to more effectively promote adolescents’ PA. This study explored how the associations between psychosocial, behavioural and environmental factors and adolescent’s PA differed according to gender and family SES. Methods: This study used data from the Dutch Youth Health Survey 2015. Adolescents (n = 9068) aged 12–19 were included in the study. The associations between psychosocial, behavioural, and environmental factors and PA (days per week engaging in at least one hour of PA) were examined with multilevel linear regression analysis. Potential interactions between these correlates, gender and family SES were explored. Results: On average, adolescents engaged in at least one hour of PA for 4,2 days per week. Poor self-perceived health, low peer social support, and a weak connection with the environment were all associated with lower PA in adolescents. Daily smoking, cannabis use, risk of problematic gaming and social media use, as well as lack of daily consumption of fruit, vegetables, water and breakfast were associated with lower PA, whereas binge drinking was not. Interactions revealed that poor self-perceived health was associated with lower PA in adolescents from moderate- and high-SES families, but not in low-SES adolescents, whereas cannabis use was only associated with lower PA amongst low-SES adolescents. Low peer social support was associated with lower PA across all groups, but it was most strongly associated with lower PA amongst male adolescents from low-SES families than in other subgroups. Amongst low-SES males, low peer social support was associated with a 1.47 reduction in days engaging in sufficient PA, compared with a 0.69 reduction for high-SES males. Conclusions: This study identified several psychosocial, behavioural and environmental factors that can be targeted ...