We investigated the effect of physical activity and sports participation on LDL oxidation in vivo and on lipid risk factors in 183 teenage girls (9-15 years): 64 gymnasts, 61 runners, and 58 controls. Oxidized LDL was measured as baseline levels of conjugated dienes in LDL lipids (ox-LDL). The gymnasts had a 15% lower ratio of LDL conjugated dienes to LDL cholesterol (ox-LDL:LDL ratio, P = 0.0052) compared to controls, and the difference persisted when the body mass index was included as a covariate (ANCOVA, P = 0.013). Also, the gymnasts had a 12% higher ratio of HDL cholesterol to total cholesterol than the controls (ANCOVA, P = 0.046). There were no differences in the other common lipid risk factors between the groups. The ox-LDL:LDL ratio correlated negatively with HDL cholesterol (r = -0.23, P=0.0021) and with physical activity METs (multiples of resting metabolic rate) (r = -0.21, P=0.0040). Our study strengthens the evidence that the atherogenic risk is influenced favourably by physical exercise and sporting activities as early as in adolescents. This risk reduction is associated with lower mildly oxidized LDL in adolescent girls.