The aim of this school-based study was to identify the possible association between diet and physical activity, as well as the anthropometric, vascular, and gluco-lipid parameters. We administered two validated questionnaires for diet and physical activity (Food Frequency questionnaire (FFQ), Children-Physical Activity Questionnaire (PAQ-C)) to children at four primary schools in Verona South (Verona, Italy). Specific food intake, dietary pattern, and physical activity level expressed in Metabolic Equivalent of Task (MET) and PAQ-C score were inserted in multivariate linear regression models to assess the association with anthropometric, hemodynamic, and gluco-lipid measures. Out of 309 children included in the study, 300 (age: 8.6 ± 0.7 years, male: 50%; Obese (OB): 13.6%; High blood pressure (HBP): 21.6%) compiled to the FFQ. From this, two dietary patterns were identified: “healthy” and “unhealthy”. Direct associations were found between (i) “fast food” intake, Pulse Wave Velocity (PWV), and (ii) animal-derived fat and capillary cholesterol, while inverse associations were found between vegetable, fruit, and nut intake and capillary glucose. The high prevalence of OB and HBP and the significant correlations between some categories of food and metabolic and vascular parameters suggest the importance of life-style modification politics at an early age to prevent the onset of overt cardiovascular risk factors in childhood.