Background: The influence of mass media on emotions, subjective well-being and behaviours in society should be clearly understood. Physical-health education has an important role to play as a preventive tool. The aim of this study was to develop an explanatory model regarding the relationships between mass media, psychological well-being, physical activity, Mediterranean diet and age and to compare the model with multi-group analysis according to gender. Methods: A descriptive, non-experimental, cross-sectional design was used, with 634 participants between 18 and 66 years old (M = 35.18 ± 9.68). Results: Structural equation modeling was found to be satisfactory for all parameters. Results show that mass media have a significant direct influence on well-being, with negative effects on physical activity and adherence to a Mediterranean diet. The model fitted better for males in terms of gender differences, showing a better fit of psychological well-being being associated with higher levels of physical activity and better adherence to the Mediterranean diet. Among women, no relationships were found between mass media pressure and psychological well-being and healthy physical habits, but higher personal satisfaction was associated with better physical activity and better dietary patterns. Conclusions: Thus, the study approaches society to a perspective influenced by mass media and physical-health education, reporting and emphasizing the importance of healthy lifestyles.