The purpose of this study was to explore the daily physical activities of Danish children with a focus on describing and explaining gender differences. Accelerometer measurements of physical activity in different contexts, as well as questionnaire data, were collected from more than 500 children at pre-school and later at third grade. The study showed that boys were generally more physically active than girls (18% at age 6–7, and 16% at age 9–10, both p < 0.001) and found differences in the types of activities undertaken by the two genders. These findings are in accordance with numerous other studies in Denmark as well as internationally. However, this study adds to this knowledge by showing that the gender difference in total amounts of activity was mainly due to large gender differences in the amounts of self-organized physical activity such as after-school day care (difference at age 6–7 ¼ 45%, difference at age 9–10 ¼ 58%, both p < 0.001) and school breaks (difference at age 6–7 ¼ 32%, difference at age 9–10 ¼ 36%, both p < 0.001). This could be partly explained by boys being more interested in playing football in contexts for children’s self-organized activities.