Background: Despite robust evidence demonstrating sociodemographic characteristics may underly some of the disparities in physical activity observed among children and adolescents, the often-overlooked nexus of potential interactions between these characteristics warrants further exploration. This study explored the intersectionality of gender, race/ethnicity, parental education, and household income in relation to device-measured physical activity volume and intensity in a nationally representative sample of US children and adolescents. Methods: Cross-sectional data from 3 cycles of the US National Health and Nutrition Survey (2011–2012; 2012 National Youth Fitness Survey; and 2013–2014) were used. A total of 6116 participants (49% female) between 3 and 17 years of age wore an accelerometer on their nondominant wrist for 7 days. Monitor-independent movement summary units were used to represent physical activity volume and intensity. A Social Jeopardy Index was created to represent increasing levels of intersecting social disadvantages based on combinations of gender, race/ethnicity, parental education, and household income-to-poverty ratio tertiles. Generalized linear regression models were computed. Results: The results showed social disadvantages become increasingly evident among children and adolescents during the most intense 60 minutes of daily physical activity (B = −48.69 [9.94] SE, P < .001), but disparities in total volume were not observed (B = 34.01 [44.96] SE, P = .45). Conclusions: Findings suggest that patterns of physical activity behavior may differ based on intersecting sociodemographic characteristics—more socially disadvantaged children and adolescents appear to accumulate activity at lighter intensities. Collecting contextual information about device-measured physical activity represents an important next step for gaining insight into these sociodemographic differences.