Abstract Background Healthy lifestyle includes a regular practice of vigorous physical activity in adolescents’ leisure time. Engaging in physical activity (PA) depends on individual, social and environmental factors. Previous literature has showed that social support and loneliness can influence the practice of PA. The study aims to analyse the relation between PA during leisure time and social support and loneliness among adolescents in Luxembourg. Methods The study includes 7049 adolescents from the Health Behaviours in School-aged Children (HBSC) Luxembourg 2022 survey. PA in leisure time was categorised according to WHO recommendations for vigorous physical activity. Perceived social support (friends, family, teacher, and classmate) was dichotomised in high support and in low/medium and loneliness in feel often lonely and not feel often lonely. It was executed a binomial logistic regression to analyse the PA levels in leisure time by loneliness and social support, controlling by age, migration background, perceived wealth, and family structure, split by gender. Results In Luxembourg, boys who perceived high support from most of the sources and didn’t feel often lonely had higher chances to reach WHO recommendations for PA during leisure time (e.g. loneliness: OR = 1.38, CI95%[1.11-1.74]; family support: OR = 1.31, CI 95%[1.10-1.56]), except for teacher support (OR = 0.79, CI95%[0.67-0.93]). In contrast, girls who only perceived high support from classmates (OR = 1.21, CI95%[1.05-1.4]) and teachers (OR = 1.19, CI95%[1.01-1.38]) had higher chances to be physically active. Conclusions This is the first study to investigate the impact of social support and loneliness among adolescents in Luxembourg. Future research should investigate social-related barriers and facilitators of PA during leisure time. Key messages • Understanding adolescents social support can guide towards effective strategies that promote physical activity during leisure time. • Boys benefit from several social support sources, while girls thrive with encouragement from classmates and teachers to stay physically active in leisure time.