Background and Objectives: Non-cognitive skills (NCS) are vital components of a socially and financially successful life. They are developed through childhood education, family and school environments, and social settings. The aim of this study was to examine the associations between NCS and the parent–child relationship, mental health, and lifestyle at school and at home for adolescents. Materials and Methods: An internet-based survey was conducted with 1,566 mothers and their children (aged 14) in Japan. Survey items for the children included background (i.e., sociodemographic items, school achievements, and lifestyle), NCS (i.e., grit and self-control scales), and mental health, while their mothers provided social, financial, and educational information, and information on parent–child relationships, including descriptions of the fathers and the father–child relationship. Results: Parent–child relationships were mostly good (i.e., 90.9% for mothers and 75.6% for fathers), with bad relationships being less common (1.6% for mothers and 6.7% for fathers). Adolescent lifestyle parameters and mental health were significantly associated with grit and self-control. Adolescents with good parent–child relationships had significantly higher NCS scores regardless of the gender of the parent. Higher NCS scores were significantly associated with better parent–child relationships, more favorable lifestyles, and better mental health among adolescents. Conclusions: These findings imply that good parent–child relationships may aid in the development of adolescents’ NCS, thereby facilitating positive lifestyles at school and home.