Sport participation may protect against mental health problems that are increasingly prevalent among adolescents. Specifically, sport integrates physical activity behavior and supportive social influences with peers and communities, which are both independently beneficial to mental health. We conducted a systematic review to explore the association between adolescent organized sport participation and self-reported symptoms of anxiety and depression. Upon systematically screening 9,955 records, 29 unique articles were identified and selected; including 61 unique effect sizes and a total of 122,056 participants. Effect sizes were clustered into four categories based on how sport involvement was operationalized: (a) absence or presence of sport involvement, (b) frequency of sport involvement, (c) number of sport teams or the amount of times involved in sport, and (d) duration of sport participation. Results revealed that self-reported symptoms of anxiety and depression were significantly lower among youth who were involved in sport, compared to those who were not involved, although the meta-analytic effect size was relatively small in magnitude. Metaregressions uncovered instances where heterogeneity in effects was partially explained by sample age and sex. Whereas these effects do not uncover a causal effect of sport involvement, they support theorizing that adolescent sport participation can have a protective effect on mental health.?