Family-based physical activity (PA) interventions would benefit from research that identifies how to build support for PA among family members. This study examined the extent to which relationships of encouragement to do PA, and co-engagement in PA, exist among Mexican–American parents and children, and sought to identify individual, relational, and household factors associated with these dimensions of support. Participants were 224 Mexican-origin adults, with at least one child aged 5–20 years, participating in a larger study conducted between 2008 and 2010. In baseline surveys, adult participants enumerated the names and attributes of their family and kin; this study focuses on 455 parent–child dyads, nested in 118 households. Parental encouragement of PA in their children was found in about half of dyads, and in 20 % of dyads children encouraged parents. Encouragement relationships were highly reciprocal. Reciprocal parent–child encouragement was also positively associated with co-participation in PA; the latter found in just 17 % of dyads. Results indicated that relational, individual, and socio-cultural attributes were associated with PA support among parents and children, and provide insights into how these relationships might be fostered within Mexican–American families.