Background: Concussions affect millions of youths in the United States each year, and there is concern about long-term health effects from this injury. Purpose: To examine the association between sports- or physical activity–related concussion and health risk behaviors among middle and high school students in 9 states. Study Design: Cross-sectional study; Level of evidence, 3. Methods: Data from the 2019 middle school and high school Youth Risk Behavior Survey were used for this analysis. Nine states were identified that included the same question on concussion and similar questions on health risk behaviors in their 2019 Youth Risk Behavior Survey. Students were asked to self-report whether they had ≥1 sports- or physical activity–related concussions during the 12 months preceding the survey. Self-reported concussion was the primary outcome of interest. Other variables included sex, race/ethnicity, played on a sports team, were physically active 5 or more days/week, ever tried cigarette smoking, ever used an electronic vapor product, academic grades, drank alcohol, were in a physical fight, seriously considered attempting suicide, made a suicide plan, and attempted suicide. Results: Among the 9 states, 18.2% of middle school students and 14.3% of high school students self-reported ≥1 sports- or physical activity–related concussions. Among both middle school and high school students, the prevalence of ≥1 sports- or physical activity–related concussions was higher among students who played on a sports team, were physically active 5 or more days per week, had ever tried cigarette smoking, had ever used an electronic vapor product, had seriously considered attempting suicide, had made a suicide plan, and had attempted suicide compared with those who had not engaged in those behaviors. The prevalence of sports- or physical activity–related concussion was consistently higher among middle school students than high school students across sex, race/ethnicity, and adverse health behaviors. Conclusion: Middle school students with a history of concussion warrant attention as an at-risk population for concussions and adverse health behaviors. Health care providers may consider screening students for adverse health behaviors during preparticipation examinations and concussion evaluations.