A cross-sectional study was conducted with three aims: (1) to determine the degree of compliance with physical activity recommendations among adolescents according to sex and place of residence, (2) to determine the perceived support of family and friends for physical activity among adolescents according to sex and place of residence, and (3) to analyse the influence of family and friends support on compliance with physical activity recommendations among adolescents according to sex and place of residence. A total of 694 adolescents from an inland area of Spain (14.06 ± 1.27 years) participated. Four one-day physical activity questionnaires were administered to assess physical activity and the Parental Support Scale and Peer Support to measure perceived support from family and friends regarding physical activity. Chi-square, Crammer’s V and Student’s tests were calculated to identify differences between variables according to sex and municipality of residence. Moreover, the initial binary logistic regression model was constructed to predict the physical activity compliance. Differences in adherence to physical activity recommendations were found according to the sex of the students (rural area: x2 = 4.192, p < 0.05; V = 0.106, p < 0.05; urban area: x2 = 8.999, p < 0.05; V = 0.167, p < 0.01). There were also sex differences in rural areas on items related to families providing transport (t = 3.878, p ≤ 0.001; d = 0.40) and doing physical activity together (t = 4.974, p ≤ 0.001; d = 0.50). It is concluded that most adolescents do not comply with physical activity recommendations. In addition, 30.4% of urban girls’ compliance was predicted by the perception that their family members saw them doing physical activity and doing it with friends.