Sport is a promising setting for obesity prevention among youth, but little is known about whether it prevents obesity. We reviewed research comparing sport participants with nonparticipants on weight status, physical activity, and diet. Among 19 studies, we found no clear pattern of association between body weight and sport participation. Among 17 studies, we found that sport participants are more physically active than those who do not participate. We found seven studies that compared the diet of sport participants with non-participants. These studies reported that youth involved in sport were more likely to consume fruits, vegetables, and milk, and also more likely to eat fast food and drink sugar-sweetened beverages and consume more calories overall. It is unclear from these results whether sports programs, as currently offered, protect youth from becoming overweight or obese. Additional research may foster understanding about how sport, and youth sport settings, can help promote energy balance and healthy body weight.