It is crucial for social sustainability that adolescents have access to social sports services fairly. However, there are few research studies on requirements for sports facilities and spatial accessibility of adolescents at a fine scale. Further, identifying the heterogeneity of the relationship between spatial accessibility and other factors and their scales simultaneously would be conducive to reveal the variations of spatial accessibility effectively under the potential scale effect. This research aims to explore the heterogeneity of spatial accessibility to sports facilities at a fine scale in Changsha, China. The Gaussian-based two-step floating catchment area model is first employed to evaluate spatial accessibility. Then, multiscale geographically weighted regression (MGWR) is applied to examine the relationship between spatial accessibility and its associated factors. The mean accessibility in Yuelu District (0.158) is the highest as well, and the standard deviation (0.236) is also the highest one. Both the accessibility (0.019) and its standard derivation (0.029) in Furong District are the lowest. The results show that there is a lack of balance of spatial accessibility for the clusters with different accessibility levels distributed in the study area. Some socio-economic factors, such as housing price and nighttime light intensity, have significant impacts on spatial accessibility for adolescents with spatial and scale heterogeneity by using MGWR. Based on heterogeneous distribution and association, suggestions for promoting spatial accessibility to sports facilities for adolescents are proposed.