A considerable amount of literature demonstrates an association between physical activity (PA) and health. However, some studies also suggest an association between PA and health compromising behaviors. The purpose of this study is to determine the behaviors that can have a positive or negative association with PA in a nationally representative sample of adolescents. Based on the Health Behavior in School-aged Children, 5050 Portuguese adolescents attending 6th (30.8%), 8th (31.6%) and 10th (37.6%) grades (M age=13.98, years, SD=1.85; 52.3% girls) answered a survey concerning a variety of health behaviors and self-perceptions. Results suggested that being more active is positively associated to better nutrition (“eating fruit”), and perceptions of life satisfaction and good health. PA was also associated to violent behavior, injuries and alcohol abuse. It is therefore recommended that practitioners should find ways to promote the several well-documented benefits of PA while monitoring and preventing associated unfavorable outcomes.