Abstract Background Rising obesity and declining physical activity levels are of great concern because of the associated health risks. Many children are left unsupervised after the school day ends, but little is known about the association between unsupervised time and physical activity levels. This paper seeks to determine whether adolescent girls who are without adult supervision after school are more or less active than their peers who have a caregiver at home. Methods A random sample of girls from 36 middle schools at 6 field sites across the U.S. was selected during the fall of the 2002–2003 school year to participate in the baseline measurement activities of the Trial of Activity for Adolescent Girls (TAAG). Information was collected using six-day objectively measured physical activity, self-reported physical activity using a three-day recall, and socioeconomic and psychosocial measures. Complete information was available for 1422 out of a total of 1596 respondents. Categorical variables were analyzed using chi square and continuous variables were analyzed by t-tests. The four categories of time alone were compared using a mixed linear model controlling for clustering effects by study center. Results Girls who spent more time after school (≥2 hours per day, ≥2 days per week) without adult supervision were more active than those with adult supervision (p = 0.01). Girls alone for ≥2 hours after school, ≥2 days a week, on average accrue 7.55 minutes more moderate to vigorous physical activity (MVPA) per day than do girls who are supervised (95% confidence interval ([C.I]). These results adjusted for ethnicity, parent's education, participation in the free/reduced lunch program, neighborhood resources, or available transportation. Unsupervised girls (n = 279) did less homework (53.1% vs. 63.3%), spent less time riding in a car or bus (48.0% vs. 56.6%), talked on the phone more (35.5% vs. 21.1%), and watched more television (59.9% vs. 52.6%) than supervised girls (n = 569). However, unsupervised girls also were more likely to be dancing (14.0% vs. 9.3%) and listening to music (20.8% vs. 12.0%) (p < .05). Conclusion Girls in an unsupervised environment engaged in fewer structured activities and did not immediately do their homework, but they were more likely to be physically active than supervised girls. These results may have implications for parents, school, and community agencies as to how to structure activities in order to encourage teenage girls to be more physically active.