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Abstract Background Youth are active in multiple locations, but it is unknown whether more physical activity in one location is associated with less in other locations. This cross-sectional study examines whether on days with more physical activity in a given location, relative to their typical activity in that location, youth had less activity in other locations (i.e., within-person associations/compensation). Methods Participants were 528 adolescents, ages 12 to 16 (M = 14.12, SD = 1.44, 50% boys, 70% White non-Hispanic). Accelerometer and Global Positioning System devices were used to measure the proportion of time spent in moderate-to-vigorous physical activity (MVPA) in five locations: home, home neighborhood, school, school neighborhood, and other locations. Mixed-effects regression was used to examine within-person associations of MVPA across locations and moderators of these associations. Results Two of ten within-participant associations tested indicated small amounts of compensation, and one association indicated generalization across locations. Higher at-school MVPA (relative to the participant’s average) was related to less at-home MVPA and other-location MVPA (Bs = −0.06 min/day). Higher home-neighborhood MVPA (relative to the participant’s average) was related to more at-home MVPA (B = 0.07 min/day). Some models showed that compensation was more likely (or generalization less likely) in boys and non-whites or Hispanic youth. Conclusions Consistent evidence of compensation across locations was not observed. A small amount of compensation was observed for school physical activity, suggesting that adolescents partially compensated for high amounts of school activity by being less active in other locations. Conversely, home-neighborhood physical activity appeared to carry over into the home, indicating a generalization effect. Overall these findings suggest that increasing physical activity in one location is unlikely to result in meaningful decreases in other locations. Supporting physical activity across multiple locations is critical to increasing overall physical activity in youth.