Cognitive job demands are theoretically and empirically associated with sports participation in various ways. Workers may be overwhelmed by stress and fatigue from their workload and therefore refrain from sports activities, but they can also feel the need to use sports as a way to recover and detach from work. The strategy to which workers adhere can depend on workers’ resources that moderate the cognitive job demands and sports participation relationship, such as educational attainment, being a parent, or having worktime and work location control. To test our expectations, we used recent information on sports participation by young working adults from the Netherlands (N = 2032). Using multinomial logistic regression modelling, we found that workers in mentally demanding jobs were more likely to participate in sports more than three times a week. In particular, workers without children reported a higher likelihood of participating in sports more than three times a week when they experienced high cognitive job demands. Among the higher-educated, workers with high cognitive job demands were less likely to participate in sports one to three times a week. We reflect on the academic and policy-related implications of our findings.