Many policy-related reviews of the potential social value of sport and physical activity list the prevention of juvenile delinquency. We examined the relationships among vigorous physical activity, self-esteem, and delinquent behavior among adolescents in a large cross-sectional survey of Ontario adolescents. Data are based on questionnaires from 3,796 students (range 11–20 years) derived from the 2005 Ontario Student Drug Use Survey. Negative binominal regression methods were used to estimate both additive and interactive models predicting delinquent behavior. Vigorous physical activity was positively associated with delinquent behavior; however, this pattern of association was observed only among male adolescents. There was no evidence of a mediating role for self-esteem. Our findings suggest that physical activity is not the solution for reducing juvenile delinquency.