A growing body of evidence suggests a link between youth participation in sport and delinquency including violence and problematic alcohol use. No studies have yet conducted a large-scale cross-national study of this relationship. Furthermore, few studies have probed whether there are threshold effects or turning points in the level of sports participation for delinquency. Specifically, by considering differences by gender, type of delinquency and international context, our study reveals that the relationship between involvement in sport and delinquency is even more nuanced than previously thought. We confirm that higher levels of sports involvement do increase involvement in violence. But while moderate participation in sport does initially increase the risk of alcohol and drug use behaviour, these risks diminish as sport becomes an even more central part of a student’s time. Important differences emerge, however, by gender and country context.