Adolescents have the potential to be active in multiple places across weekdays and weekends. While the built environment features around home are known to be important for adolescents' physical activity, specific built environment features that facilitate physical activity outside the home neighbourhood are not well explored. Given that adolescents spend most days of the week at school, the built environment surrounding school may be particularly important for supporting their physical activity. This study examined cross-sectional associations of objective built environments around home and school at multiple spatial scales with accelerometer assessed moderate-to-vigorous physical activity (MVPA) across the week. Moderating effects of adolescents’ age were further explored. Data from up to 417 adolescents aged 12–20 years from 18 schools in Melbourne, Australia were used. Features of the built environment around school were positively associated with MVPA on weekdays; and a wide range of built environment features around home were found to be important for MVPA during weekends. Age was found to moderate the relationship between some built environment features around both home and school and MVPA across the week. Understanding the contribution of the built environment features around both home and school with MVPA could inform policy recommendations and public health interventions for each setting.