This study analyzes resilience differences between sedentary adolescents and adolescents that were classified as belonging to different sport activity categories in gender and age groups (grades 5-6, 7-8 and 9-10). The data were taken from the 2008 study which had been carried out in five biggest cities in Lithuania. The self-reported data on resilience (Resilience Scale for Adolescents, READ) and participation in sport activities (Consistent Five Categories Schema) were obtained from adolescents whose age ranged from 10.4 to 18.3 years for females (N = 1492) and from 10.5 to 18.1 years for males (N = 1407). Significant differences were observed that indicated that adolescents could have higher resilience in comparison with sedentary peers if they participated in sport activities in line with the "optimal level of participation in sport activities for resilience" according to their gender and age (effect sizes were rather small; the Bonferroni correction (p < 0.0125) was applied). According to the research data, there are possible specific mechanisms of interaction between resilience and participation in sport activities, and also, each age and gender group could involve a relevant different optimal level of participation in sport activities when resilience of adolescents is higher compared to sedentary peers. Evaluation of specific mechanisms of interrelation between resilience and participation in sports can promote improvement when preparing and implementing sport activity programs, designing them in a more specific way in terms of adolescent mental health and resilience education.