The aim was to study whether physical activity (PA) interventions in European teenagers are equally effective in adolescents of low versus high socio-economic status (SES). Based on a systematic review (Project TEENAGE), three school-based studies for secondary analyses were selected. SES stratified analyses were run in: (i) a Belgian multi-component intervention, (ii) a French multi-component intervention and (iii) a Belgian computer-tailored education trial. Results of the secondary analyses showed that no overall significant differences between low and high SES groups were found, but some interesting specific effects were revealed. Results from the first study showed an increase in objective PA in the low SES group (P = 0.015) compared with no significant effects in the high SES group. In the second study, larger effects were found in adolescents of high SES (increase of 11 min day−1P < 0.001), compared with adolescents of lower SES (increase of 7 min day−1, P = 0.02) at the longer term. The third study showed a positive effect on school-related PA in adolescents of high SES (P < 0.05) and on leisure time transportation in adolescents of low SES (P < 0.05). To conclude, we were not able to show a significant widening or narrowing of inequalities in European adolescents.