Background: The difference of parental involvement in children’s sport activities is a hot social issue when parental socio-economic background is investigated. Parental input, investment and social stratification could influence children’s sport participation. Purpose: This study investigates the levels of parental physical activity and their investment in children’s sport involvement across different socio-economic backgrounds. It expects to find out the best predictor in understanding the relationship of parental sport involvement across different socio-economic situation. Methods: Questionnaire survey method was selected and 863 valid questionnaires were collected. The questionnaire content included questions about families’ basic information, social stratification, parental physical activity and parental investment in children’s sport involvement. Results: When parents in low, middle and high social classes were compared, there were significant differences in parents’ levels of physical activity, spiritual support, financial support, opportunities given and daily physical activity (all p < 0.01). Significant correlations between daily physical activity, physical exercise and social stratification were found (p < 0.01). Another significant correlation was found between spiritual and financial support, opportunities given and social stratification (p < 0.01). Parental investment, parents’ level of physical activity and physical exercise were the predictive values for understanding children’s sport involvement. Conclusion: The higher social stratification, the higher parental physical activity and parental investment will be involved in children's sport. Physical exercise had the highest predictive power as it related to parental investment in children’s sports participation.