Physical inactivity is strongly associated with obesity and an increased risk of cardiovascular disease in children and adolescents. A cross-sectional study using multistage random sampling was conducted to determine associations between demographic characteristics, sedentary behaviours and physical activity among adolescents. Data were collected from 785 (414 males and 371 females) Form four students attending 15 schools in Petaling District, Selangor using an adapted self-administered questionnaire. Results showed that more females (50.1%) were physically inactive compared to males (39.6%) (Adjusted odds ratio (OR): 1.55, 95% confidence interval (CI): 1.12-2.15). Physically inactive adolescents were less likely to participate in intramural/house league sports (OR: 1.71, 95% CI: 1.19-2.44), school team sports (OR: 1.45, 95% CI: 1.03-2.04) and individual physical activities outside school (OR: 1.53, 95% CI: 1.11-2.12) compared to their physically active counterparts. Physically inactive adolescents were also less engaged in sedentary activities, such as television watching (OR: 0.69, 95% CI: 0.50-0.94), playing computer/video game (OR: 0.44, 95% CI: 0.28-0.72), talking on the telephone/mobile phone text messaging (OR: 0.47, 95% CI: 0.32-0.69) and reading (OR:0.45, 95% CI: 0.24-0.86) compared to those who were physically active. In this study, physical activity coexists with sedentary behaviour in adolescents. Sedentary activities may not necessarily displace physical activity among youth. In addition, these data suggest that promoting organised sports in school and outside the school among youths may be a potential strategy for increasing physical activity in this population.