The purpose of this study was to analyze the relationships between self-reported life satisfaction, self-rated health, gender, and age in adolescents. 1,141 secondary school students aged between 12 and 17 participated in our study. The data were analyzed using bivariate and nonlinear canonical correlation analyses. The results of the bivariate correlation analysis support the results of previous studies. Life satisfaction was positively correlated with same-day perceived health (r = .37; p < .01) and negatively correlated with anxiety/depression (r = –.37; p < .01). Same-day perceived health was positively correlated with health in the past 12 months (r = .38; p < .01) and negatively correlated with pain/discomfort (r = –.32; p < .01) and with anxiety/depression (r = –.32; p < .01). The nonlinear canonical correlation analysis provided further evidence of the relationship between the variables, suggesting the complementarity of the indicators of self-rated health analyzed. Multiple fit values showed that demographic variables age (.61) and gender (.56) were the variables with the best discriminatory power. Graphically, two groups of related variables were displayed. A non-linear analysis better explains the relationships between the variables analyzed, showing that age and gender have a high level of discriminatory power for life satisfaction and self-rated health, suggesting a role as a moderator in the relationship between health and well-being variables.