The built environment can influence sports practice. The objective of this study was to examine the association between proximity (< 500m) to sports facilities and participation in sports. We evaluated 1,175 13-year-olds (54% girls) enrolled in public and private schools in Porto, Portugal. Sports activity was assessed using a self-completed questionnaire. The adolescents' residences and sports facilities were georeferenced. A matrix of distances from each residence to the facilities was calculated. For the majority (87%) of the adolescents, there was at least one sports facility close to their place of residence. No statistically significant differences were found in participation in sports based on proximity to facilities (< 500m vs. > 500m); the proportions were 44% vs. 38% (p = 0.414) in girls and 72% vs. 61% (p = 0.094) in boys. In conclusion, proximity to sports facilities was not significantly associated with participation in sports.