The relationship between physical activity and socioeconomic status (SES) is evident in the adult population, but is much discussed with regard to adolescents. The main objective of this review was, therefore, to clarify whether there is a relationship between physical activity and SES in adolescents. Computerized searches were conducted in the databases PubMed, ISI Web of knowledge and SPORT-Discus to identify all relevant articles up to July 2009. Other review articles, descriptive or theoretical articles and articles where the adolescents in the samples were outside the age group of 13-18 years were excluded. Sixty-two articles were included in the end. The main results support the hypothesis that there is an association between SES and physical activity among adolescents, and that adolescents with higher SES are more physically active than those with lower SES. The findings are, however, far from uniform. Forty-two percent of the included studies report no or an opposite relation. There is also an inconsistent use of measures for both variables that complicates explanations and interpretations of the findings. This fortifies the claim that there is no single explanation for a possible difference in physical activity between different socioeconomic groups.