This article explores the establishment of a sense of community within a girls‐only sports‐based intervention targeting social inclusion in a socially disadvantaged area of Sweden. Employing an ethnographic approach involving participant observations and interviews, the study shows how moral socialization, through practices of discipline, teaching and care, fosters a sense of community. Through detailed observations, the study illustrates that community formation is an active, relational construct rather than a pre‐existing entity, shaped significantly by both leaders and participants. Our findings reveal that the girls, through reflective engagement with norms and moral values, co‐create a community that promotes social inclusion.