The objective of the present study was to investigate the effects of different sports on stress fractures among adolescents during a 9-month follow-up period. The sample was composed of 184 adolescents divided into three groups (impact sports [n = 102]; swimming [n = 35]; non-sports [n = 47]). The occurrence of stress fracture was reported by participants and coaches. As potential confounders we considered age, sex, resistance training, body composition variables and age at peak of height velocity. There were 13 adolescents who reported fractures during the 9-month period. Bone mineral density values were higher in adolescents engaged in impact sports (P-value = 0.002). Independently of confounders, the risk of stress fracture was lower in adolescents engaged in impact sports than in non-active adolescents (hazard ratio [HR] = 0.23 [95% confidence interval (CI) = 0.05 to 0.98]), while swimming practice was not associated to lower risk of fracture (HR = 0.49 [95% CI = 0.09 to 2.55]). In conclusion, the findings from this study indicate the importance of sports participation among adolescents in the reduction of stress fracture risk, especially with impact sports. More importantly, these results could be relevant for recognising adolescents in danger of not reaching their potential for peak bone mass and later an increased risk of fractures.