The sphere of sport is deeply transformed now, so there is a need for new theoretical approaches to it analyses. It is noted that modern Russian sociologists are mostly focused not on the consideration of sociology of sport problems but on the kind of sport description. This situation in the field of sociology of sport requires closer attention to the theoretical paradigms. The article is devoted to the analysis of protosociological and sociological theories to the sociology of sport study. The main sociological theories of sport study as complex and controversial phenomenon of modern society are systematized. The points of view of T. Veblen, M. Weber, J. Ortega y Gasset, J. Huizinga are considered as protosociological theories of the sociology of sport. It is shown, that T. Veblen develops ideas about class conditioning of sport. He argues that the passion for sport is not very serious for the “industrial class” and their interest in sport is episodic. M. Weber, studying the social nature of sport, focuses on the political function of this phenomenon, considers it as a specific mechanism of social control. The theories of J. Ortega y Gasset and J. Huizinga are considered as the studies that have had the greatest influence on the development of sociocultural approach in sport sociology. J. Ortega y Gasset considers the changes in sociocultural priority, which was the work in nineteenth century and a game in twentieth century, as the reason of sport progressive development in the twentieth century. J. Huizinga identifies the game with order. Moreover, the game is an important social mechanism for maintaining discipline in the collective and society. According to J. Huizinga, sport is away from the cultural processes in modern society. The reason of this is the isolation of modern sport from high spiritual culture, ritual festivals and religious cults. It is shown that the social role of sport is analyzed in the scientific literature from the positions of different theories: structural functionalism (C. Stevenson), structuralism (P. Bourdieu), conflict theory (G. Lushen, J. Loy), theory of figuration (N. Elias), symbolic interactionism (G. Stone, J. Macionis). The essence of each of these theories is briefly described. It is emphazed that each theory has its own methodological possibilities for describing different problems of functioning and development of modern sport. The views of the most prominent sociologists of each theory are shortly characterized. K. Jaspers existential theory in understanding social essence of sport is analyzed. It is noted that recently postmodern theories have been especially popular among sport sociologists.