The present study examines the association between physical activity (PA) participation modes (i.e., family, friends, club members, and alone), PA volumes (i.e., intensity and duration), gender, and injury. A total of 9000 Koreans aged 10–89 years participated in the Korean Survey of Citizens’ Sports Participation project. However, participants who did not respond to a question regarding PA participation modes (n = 2429) and those under 18 years old (n = 489) were excluded from this study. Analysis of variance (ANOVA) was used to compare the groups’ characteristics and the association between PA participation modes and injury was demonstrated by conducting multinomial logistic regression analysis. The risk of injury was significantly higher in the friend and club member groups than in the alone group. In addition, PA intensity and gender were critical risk factors of injury, while PA duration showed no significant results. The results indicated a strong association between PA participation modes, PA intensity, gender, and injury, and an interesting finding is that more injuries derived from a higher intensity of PA, not from a longer duration of PA. Therefore, this present study directly documented that considerable attention should be placed on the factors that affect injuries, such as gender and PA intensity, to prevent unpredictable injury and encourage potential participants to exercise with diverse participation modes and appropriate intensity.