Research has rarely focused on what might make adolescents less likely to engage in deliberate self-harm. Because the sports domain is an important context promoting positive adjustment, we proposed that engaging in organized sport activities could help adolescents refrain from self-harming through affecting their psychosocial well-being. Using two annual waves of longitudinal data from 998 Swedish adolescents in grades 7 and 8 (52% boys), we tested whether depressive symptoms and self-esteem mediated the link between organized sport activities and self-harm. Results showed that self-esteem, but not depressive symptoms, mediated the association between organized sport activities and lower self-harm. Our findings reinforce the idea that organized sport activities could be a viable way of promoting mental health, laying the foundation for future interventions.