Purpose: The purpose of this prospective cohort study was to investigate the influence of types of motivation, basic psychological needs satisfaction and of a coach-created motivational climate on continued participation in youth sports across types of sport, competitive levels, ages, and gender. Methods: Participants were 7110 adolescent (age 12–20 years) members of leisure time club organized in basketball, handball, football, badminton, and gymnastics in Denmark. Motivational regulation was measured with BRSQ-6, basic psychological needs satisfaction and frustration were measured with PNSS-S, and coach-created climate was measured with the EDMCQ-C. The participants' continuation or dropout was measured at the beginning of the following season with a short electronic questionnaire. Results: Intrinsic motivation, identified behavior regulation, experiences of competence, relatedness, and autonomy, as well as a coach-created empowering motivational climate, were associated with continuation both in the sport and in the club the following season across different sports, genders, age groups, and competitive levels. Introjected and external behavior regulation, frustrations with the need to experience competence, relatedness, and autonomy, as well as a disempowering coach-created climate, were associated with dropout. Conclusion: In Danish youth sports, autonomous motivation, satisfaction of basic psychological needs, and an empowering coach-created motivational climate have a positive impact on the continuation of the sport and the club the following season. In contrast, controlled types of motivation, needs frustration, and a disempowering coach-created climate are associated with dropout. This is the case at both elite and recreational levels, for boys and girls, adolescents, and youth.