© Urban Studies Journal Limited 2020. This article extends discussion of urban activism through paying attention to the emotional and embodied politics of a sports event. We draw on research of the ‘Proud to Play Games’, an inaugural regional multi-sports event held during the Auckland Pride Festival in Aotearoa New Zealand, 2016. Feminist and queer theories of emotion and affect – particularly the promise of happiness – produce nuanced understandings of urban gay pride events. We focus on the experiences of three Proud to Play participants as they illustrate the tensions of play/protest, happy/sad and pride/shame in Auckland. The portraits highlight: a homonormativity pursuit of happiness and youthful masculine athleticism; precarious happiness and oppositional lesbian desire; and, the pursuit of indigenous happiness. Through attention to affective and emotional politics, we demonstrate that Proud to Play can challenge heteronormative urban space by simultaneously fighting for a better future and making a claim for the right to be unhappy.