The aim of this paper is to specify to what extent goal orientation in physical activity and sports constitutes a protective factor against involvement in risky behaviors. The research group consisted of 430 eighteen-year-old high school students (females n = 203; males n = 227; athletes n = 137; physically active n = 198; inactive group n = 95). Subjects were asked to complete a „pen-and-paper” task of filling-in the IPAO Lipowski & Zaleski (2015) and a questionnaire concerning involvement in risky behaviors. Male athletes high scores in persistence in action dimension were reflected by a lower likelihood of cigarette smoking and illicit drug use. The importance of heterogeneity of objectives turned out to be a buffering dimension protecting female athletes against alcohol drinking. Physical activity and practicing competitive sports may constitute a protective factor, especially among young women. Further exploration of issues concerning adolescents’ purposeful actions may enrich our knowledge about the prevention of risky behaviors.