This study aimed to examine the association of different frequencies of organized sport participation (OSP) with physical activity, cardiorespiratory fitness, body composition, sleep, and screen time among adolescents. A cross-sectional study involving 315 16-year-old adolescents was conducted. OSP was self-reported, being categorized as 0 times a week, less than three times a week, 4–5 times a week, and 6–7 times a week, on average. Screen time was also self-reported but physical activity and sleep duration were objectively measured. Cardiorespiratory fitness and body composition were measured using a maximal cycle ergometer test and a dual-energy X-ray absorptiometry (DXA) scan, respectively. An analysis of covariance revealed a significant association between OSP and physical activity (F (3, 286) = 14.53, p < 0.01), cardiorespiratory fitness (F (3, 236) = 17.64, p < 0.01), screen time (F (3, 294) = 8.14, p < 0.01), body fat percentage (F (3, 292) = 11.84, p < 0.01), and fat free mass (F (3, 290) = 5.76, p < 0.01. No significant association was found between OSP and sleep duration. Post hoc analyses showed that OSP at least four times a week was beneficial to favorable physical activity levels, cardiorespiratory fitness, screen time, and body composition and may therefore serve as a valuable tool in battling unhealthy lifestyle behaviors among adolescents.