Background: Adolescence is a period with physical, psychological, biological, intellectual, and social changes in which there is usually little perception of risk. COVID-19 has generated constant situations of change and uncertainty worldwide. During the pandemic, the acquisition of preventive behaviors has been relevant. Various studies carried out with adults associate risk perception and the implementation of preventive behaviors with knowledge about the COVID-19 and with age, but there are not many studies with adolescents. Therefore, the objective is to validate, in Spanish, the questionnaire of the knowledge, attitudes, risk perceptions, and practices of adolescents toward the pandemic, and analyze it according to sociodemographic characteristics.Method: This study was a descriptive cross-sectional study, which included adolescents between the ages of 12–18 (n = 354). First, a translation and a back-translation of the questionnaire were performed. The questionnaire was presented in several high schools chosen by convenience sampling and following a non-probabilistic snowball sampling. Reliability and validity analyses were then carried out and the relationships between the different sociodemographic variables (gender, place of residence, level of education, if the person was in a sentimental relationship, and financial aid) were analyzed.Results: The reliability of the questionnaire is acceptable (ordinal alpha = 77%). Knowledge was higher in women, and in those with a higher level of education; and were lower in those who lived in smaller towns, as well as in those who had a member of their family receiving financial aid. In terms of attitudes and risk perceptions, younger adolescents had higher scores, and those who had a member of their family receiving financial aid, lower.Conclusion: The questionnaire is a reliable tool in the Spanish adolescent population. Knowledge was influenced by gender, place of residence, level of education, and financial aid. Attitudes and risk perceptions were influenced by age and financial aid. For practices, no predictors were found. In general, adolescents scored lower on knowledge about COVID-19, but they scored higher on COVID-19 safety practices.