Background: In children physical activity has been shown to be associated with health-related quality of life (HRQoL). This study further explores this association for specific characteristics of sports participation, namely membership of a sports club, frequency of sports participation, performing individual versus team sports, performing indoor versus outdoor sports, while differentiating between specific dimensions in the physical, psychological and social domain of HRQoL. Methods: Cross-sectional data were collected from Dutch primary school children aged 10 to 12 years. They completed the Movement and Sports Monitor Questionnaire Youth aged 8 to 12 years (MSMQ) and the KIDSCREEN-52, an HRQoL questionnaire for children and adolescents. The data were examined using linear multilevel analyses because of the clustering of children in schools. Results: The questionnaires were completed by 1876 children (response rate 81.3%). Membership of a sports club, moderate or high frequency of sports participation, and performing outdoor sports were all significantly associated with better HRQoL. These associations were largely found in the physical domain of HRQoL, to a lesser degree in the social domain, and to a limited extent in the psychological domain. Conclusion: The association between sports participation and HRQoL in children depends on both characteristics of sports participation and the domain of life that is concerned. These differences offer starting points for developing tailor-made sports programs for children.