The frequency of involvement in sports often has been concurrently and longitudinally associated with higher self-esteem. The interpretation of this association consistently has been framed as involvement in sports leading to higher levels of self-esteem over time (i.e., socialization effect), although no studies have tested whether higher levels of self-esteem lead to increased involvement in sports over time (i.e., selection effect). Another important aspect of involvement in sports that may be related to self-esteem is the degree to which youth enjoy sports. However, this aspect has received much less attention. To address these gaps in the literature, we first examined the bidirectional effects between self-esteem and the frequency of involvement in sports with 1,492 adolescents (50.8 % female; 92.4 % Canadian-born) over 4 years. Higher levels of self-esteem predicted greater involvement in sports over time, but greater involvement in sports did not predict higher levels of self-esteem over time, offering support only for selection effects. We then tested the bidirectional effects between the enjoyment of sports and self-esteem and found evidence of both socialization and selection effects. Specifically, greater enjoyment of sports predicted higher self-esteem over time, and higher self-esteem predicted greater enjoyment of sports over time. These novel findings suggest that adolescents with higher self-esteem play sports more frequently and enjoy sports more than adolescents with lower self-esteem. In addition, the degree to which adolescents enjoy sports may be more important for increasing self-esteem than the frequency with which adolescents play sports.