School-based physical activity (PA), including activity during physical education (PE) lessons and after-school hours, is a possible opportunity for increasing children's daily PA. The purposes of this study were (a) to compare children's school-based PA levels during PE lessons and after-school hours and (b) to examine whether there is a difference in children's PA behaviour (moderate-to-vigorous physical activity (MVPA)) and sedentary behaviour on a day which includes school-based PA (i.e. PE class or after-school sports class). The participants were 242 children (mean age = 8.7, SD = 1.6) from five primary schools in Hong Kong. Children's PA levels were measured using an accelerometer (ActiGraph GT3X) for four school days, and the data were used to derive the duration (min) of MVPA and sedentary behaviour using age-specific criteria. The PA data were grouped according to the school-based PA opportunities, i.e. (a) with a PE lesson (PE day); (b) with an after-school sport class (AFS day); or (c) without school-based PA (N-Act day). The results indicated that the groups differed significantly in daily MVPA [F (2,108) = 16.62, p < 0.00] and MVPA during school hours [F (2,108) = 36.22, p < 0.00]. There was no significant difference in children's sedentary behaviour with school-based PA participation. The present study confirmed the contribution of school-based PA opportunities to children's MVPA in the school day, while sedentary behaviour may not necessarily be reduced.