Because sustained physical activity is important for a healthy life, this paper examined whether a greater diversity of sport activities during adolescence predicts higher levels of leisure‐time physical activity (LTPA) in adulthood. From sport activity participation reported by 17‐year‐old twins, we formed five groups: 1, 2, 3, 4, and 5+ different sport activities. At follow‐up in their mid‐thirties, twins were divided into four activity classes based on LTPA, including active commuting. Multinomial regression analyses, adjusted for several confounders, were conducted separately for male (N=1288) and female (N=1770) participants. Further, conditional logistic regression analysis included 23 twin pairs discordant for both diversity of sport activities in adolescence and LTPA in adulthood. The diversity of leisure‐time sport activities in adolescence had a significant positive association with adulthood LTPA among females. Membership in the most active adult quartile, compared to the least active quartile, was predicted by participation in 2, 3, 4, and 5+ sport activities in adolescence with odds ratios: 1.52 (P=.11), 1.86 (P=.02), 1.29 (P=.39), and 3.12 (P=5.4e‐05), respectively. Within‐pair analyses, limited by the small sample of twins discordant for both adolescent activities and adult outcomes, did not replicate the association. A greater diversity of leisure‐time sport activities in adolescence predicts higher levels of LTPA in adulthood in females, but the causal nature of this association remains unresolved.