Little information exists about the causal relationships of sport and exercise participation with goal orientations, perceived athletic competence and intrinsic motivation in physical education. A longitudinal study was conducted involving 882 Greek students who completed questionnaires on three occasions: 3 - 5 weeks into the academic year, 3 - 6 weeks before the end of the academic year, and 7 months later. The data were analysed using structural equation models, controlling for age. Task orientation and intrinsic motivation in physical education at the beginning of the academic year predicted sport and exercise participation 7 and 14 months later. Perceived athletic competence both at the beginning and end of the academic year predicted sport and exercise participation 7 and 14 months later, while ego orientation did not predict sport and exercise involvement at either time. Previous sport and exercise participation had positive effects on task orientation and perceived athletic competence 3 - 6 weeks before the end of the academic year and predicted all cognitive-affective constructs 7 months later. These results imply that the cultivation of task orientation, intrinsic motivation in physical education and perceived athletic competence will help to promote sport and exercise participation in adolescence.