Sports and physical activity provide multiple social and health benefits to participants, but may also increase the risk of developing musculoskeletal pain and injuries, especially in skeletally immature adolescents. This review outlines the 1) measurement and prevalence of musculoskeletal pain in adolescents, 2) dose-response relationship between the organized sports activity and musculoskeletal pain, 3) high risk population, based on our previously published epidemiological studies in Japan, and finally, 4) prevention strategy and its evaluation. In our school-based cohort study in Unnan, Shimane, a total of 2403 adolescents aged 12 to 18 years responded to two serial surveys, conducted 1 year apart. The prevalence of overall pain was 27.4% (lower limbs: 15.4%, upper limbs: 9.5%, and lower back: 8.5%). Sports activity had a clear linear association with musculoskeletal pain prevalence and risk. The more the adolescents played sports, the more likely they were to have pain or develop pain. Each 1 hour/week of additional sports activity time was associated with a 3% higher probability of having or developing pain. Some population groups were at higher risk of musculoskeletal pain, such as overweight adolescents and regular players with fewer teammates. To optimize the safety and benefits of organized sports activity for adolescents, prevention of musculoskeletal pain should be an important consideration. More observational and intervention studies with quality designs and development of a national surveillance system for (youth) acute and chronic sports injuries are needed in Japan.