First Nations women’s experiences of sport and physical activity in rural and regional Australia, and perceived impacts on health and wellbeing, were examined within an interpretivist paradigm. Data were collected across two anonymous, online, open-ended surveys, between mid-2020 to mid-2021, from 15 First Nations women aged 20–63 years (M = 40.5 years). The study applied a novel theoretical framework which combined a strengths-based, decolonised approach, and an integrative theory of belonging. Through sport and physical activity engagement, these First Nations women reported meaningful social and family connections and a strong sense of community and belonging, which enhanced perceived overall health and wellbeing for their families, communities, and selves. These findings highlight the importance of moving beyond individualistic ideas of leisure and health to be inclusive of First Nations peoples. Future health, leisure and wellbeing definitions need to include diverse perspectives to ensure cultural safety and collective thriving.