Obesogenic behaviors have been individually associated with bullying during adolescence. However, physical activity, sedentary behavior, and diet manifest themselves in synergy and even behavioral profiles in which positive and negative behaviors coexist can be more positively associated with psychosocial outcomes. The present study aimed to analyze the association between clusters of obesogenic behaviors and different bullying roles in Brazilian adolescents. This cross-sectional study used data from the Brazilian School-based Health Survey—PENSE, 2015. A total of 100,794 male and female adolescents of the ninth-grade elementary school participated in the study. Students responded to an electronic questionnaire. Clusters of obesogenic behavior consisted of physical activity, exposure to sedentary behavior, and diet, and the different roles in bullying were: participant, victim, bully, and bully–victim. Binary logistic regression with 95% confidence intervals (CI) was used for data analysis ( p < .05). Multiple adjustments and complex sampling procedures were employed. Adolescents in the cluster “Health-promoting sedentary behavior and Diet” had reduced chances of participating in bullying (odds ration [OR] = 0.70; 95% CI [0.64, 0.76]), of being a victim (OR = 0.87; 95% CI = 0.76–0.99), and being the bully (OR = 0.65; 95% CI [0.59, 0.71]); and those from the cluster “Health-promoting physical activity and Diet” had reduced chances of participating (OR = 0.81; 95% CI [0.76, 0.87]), being a victim of bullying (OR = 0.86; 95% CI [0.76, 0.98]), being the bully (OR = 0.79; 95% CI [0.72, 0.85]), and being a bully–victim (OR = 0.74; 95% CI [0.61, 0.90]), when compared to those from the “health-risk” cluster in the adjusted analysis. Clusters of obesogenic behavior may reduce adolescent bullying: victim, bully, and bully–victim benefit when exposed to healthier behavioral profiles. The school setting must recognize bullying as a problem and therefore simultaneously promote multi-component interventions to tackle physical activity, sedentary behavior, and eating behavior. Outcomes other than obesity should be acknowledged when promoting obesogenic behaviors.