The importance of sport at The Buchan is evidenced by the fact that pupils are given weekly P.E. time which is far in excess of normal National Curriculum recommendations, and also that the school has both a full time male and a full time female P.E. teacher. The school benefits from excellent on site facilities, and in addition, the older pupils are taught some of their games lessons at King William's College.

In the Pre-Prep Department, children are taught games-related activities such as gymnastics, dance, and swimming, mostly in mixed sex groupings.
In the Prep Department, activities such as badminton, gymnastics, short tennis, cross country running, and indoor athletics are taught in mixed sex groups. Boys are also taught football, rugby (tag in Form 1 and contact in Forms 2, 3 and 4), hockey, basketball, athletics, swimming and cricket, while the girls cover netball, hockey, basketball, gymnastics, athletics, swimming and rounders.