Engaging in extracurricular activities is known to affect both cognitive and non-cognitive outcomes, but there is social inequality in access to these activities. In this study, we examine the role of extracurricular activities in moderating the relationships between secondary school students' social background and their cognitive and non-cognitive outcomes. Secondly, we examine variations in these relationships among three European cities that represent different educational systems in managing student heterogeneity. Based on the study findings, the effects of extracurricular activities on academic outcomes varied with regard to measured skills and the city of study. Extracurricular activities were related to enhanced interpersonal skills in all cities studied. However, in Turku and Ghent, extracurricular activities buffered the socio-economic gradient in interpersonal skills, whereas in Barcelona, such activities increased it. Rather surprisingly, in all cities, engaging in extracurricular activities magnified the effect of socio-economic status on cognitive skills.