Multicultural scholarship in sport and exercise psychology should help us understand and apply cultural competencies for all to be physically active. In the present study, two Asian countries, Japan and Singapore, were chosen. The participation rate for physical activities among adolescent girls tends to be lower than that of boys in both countries. Thus, the purpose of the project was to gain knowledge and understanding about sociocultural factors that may explain adolescent girls’ perceptions and behaviors toward sport, physical activity, and physical education (PE). A qualitative approach using semi-structured interviews with focus groups was used to understand meanings of physical activity among Buddhist Japanese, and Hindu Indians and Christian Chinese from Singapore. Each focus group consisted of four or five girls and female researchers. Based on the analysis, we created four themes which were “cultural identities,” “Asian girls and sport/physical activities,” “PE experiences,” “motivation for future involvement.” The Buddhist Japanese, Hindu Indian, and Christian Chinese participants each reported unique physical activity experiences, and all the participants were aware of how Asian culture may affect being physically active. Experiences of PE classes were similar but perceptions of their PE attire were different for Christian Chinese and Hindu Indian adolescent girls. Based on the results, the importance of nurturing cultural competencies and ways to encourage girls to be physically active throughout life were discussed.