The objective of this study was to determine the level and relationship between the self-perceived health of adolescents in relation to the level of practice of physical activity, adherence to the Mediterranean diet, weight status and consumption of substance abuse, such as alcohol and tobacco. A total of 516 adolescent students between the ages of 12 and 16 completed a series of questionnaires to assess their health, physical activity, compliance with the Mediterranean diet and alcohol and tobacco consumption. Adolescents who practice more physical activity have better health and greater adherence to the Mediterranean diet. The level of health is higher among adolescents with greater adherence to the Mediterranean diet, evidencing better health among those who consume less tobacco. These results show the need to involve the educational community, families and the media to promote healthy lifestyle habits that can help physical activity and sports professionals in the development of theoretical–practical proposals aimed at improving the health of students.