The objectives of this study were (a) to examine the association between various kinds of parental social support and adolescents' physical activity (PA) and (b) to examine whether various kinds of social support from mothers and fathers were differently associated with boys' and girls' PA. Data came from the Aarhus School Survey that included 2100 schoolchildren at 11, 13, and 15 years of age. Parental social support for PA was measured by items about encouragement to do PA, doing joint PA, parents watching PA, and talking about PA. PA was measured as at least 4 h of vigorous PA per week during leisure time. We used logistic regression analyses to estimate the associations for girls and boys separately, adjusted by age group, parents' occupational social class, family structure, and migration status. There were significant and graded associations between adolescents' PA and all four dimensions of parental support for PA. The association patterns were similar for mothers' and fathers' social support and similar for girls and boys. Social processes in the family are important for adolescents' participation in PA. It is important to continue to explore these social processes in order to understand why some adolescents are physically active and others are not.