The association between asymmetries in jump and change of direction (COD) with physical performance in several sports show inconclusive results. The purposes of this study were to: (1) measure inter-limb asymmetries in three distinct groups in adolescent female soccer players and, (2) to determine the association between inter-limb asymmetries and physical performance in different age groups. Fifty-four players were distributed in three age groups: U-18, U-16 and U-14. All of them performed a series of jumps, sprints and change of direction speed tests. Asymmetries were assessed as the percentage difference between limbs, with the equation: 100/Max value (right and left) * in value (right and left) * −1 + 100. Mean inter-limb asymmetries were 2.91%, 4.82% and 11.6% for 180° COD, single leg hop and single leg countermovement jump tests respectively, but higher percentages of asymmetries were observed in many players individually. U-18 and U-16 showed significant differences on 180° left COD compared to U-14. Effect size (ES): 0.80 and 0.74, respectively; U-18 presented differences on single left leg hop test compared to U-14, ES: −0.72; U-16 also showed differences on 40 m speed compared to U-14, ES 0.87 (All p < 0.05). Jumping and COD physical tests show asymmetries in adolescent female soccer players, but these asymmetries do not interfere with physical performance. The largest asymmetry was observed in the single leg countermovement jump, and no asymmetries between groups were found. Due to the high variability in the direction of asymmetries, it is recommended to consider players’ individual asymmetries for designing specific training programs.