Sport participation in adolescence helps to reach the recommended levels of physical activity and predicts participation during adulthood. Few cross-cultural studies compare contexts of sport participation and their relation with sport participation rates. In Europe, Austria and France are two countries that differ in their economic situation and sport policy structure. The main objective of this study was to compare sport participation rates and sport contexts (unorganized/organized sport) in Austria and France, by sex and SES. Two data collections were conducted during spring 2015 in Austria and France among high-school students. Logistic regressions were used to compare the sport participation rates of Austrian and French students by sex, SES and context of participation. The Austrian adolescents had higher sport participation rates than the French adolescents but were less likely to participate in organized sport compared with the French (OR =  0.64, 95% CI = 0.52–0.78). The Austrian students were more likely to participate in unorganized sport (OR =  3.46, 95% CI = 2.75–4.36). The large participation difference between the two countries was also caused by the higher unorganized sport practice of low-SES Austrian adolescents, especially by low-SES girls. This indicates that, next to organized sport, unorganized practice can help to enhance adolescent participation and to balance existing social and gender inequalities.