You basically answered your own question, you have a hard time putting on weight because you are pretty active and thus expend a lot of calories. If you want to put on more muscle mass you are either going to have to increase your caloric intake (eat more food) or significantly cut back on your exercise so you are not expending as many calories.

Try to get a good idea of you current caloric intake and then add a couple hundred calories to daily intake. If your still not growing try adding a little more, the trick is making small caloric adjustments until you reach the level where you are making progress.