Background: Driving adolescents to more correct food habits and physical activity is crucial to promoting health and avoiding the increase in morbidity and mortality in adulthood. Literature has focused on these behaviors in the adult population, while studies on adolescents are more limited. This study aims to explore the level of knowledge, attitudes, and behaviors regarding nutrition and physical activity to acquire insight into adolescents and identify the associated predictors. Methods: A cross-sectional study was conducted among adolescents aged 10 to 19 years from public middle and high schools randomly selected in the Campania Region, Southern Italy. A self-administered questionnaire, including closed and open-ended questions, assessed socio-demographic and health-related characteristics, dietary habits, physical activity, and sources of health information. Results: Regarding socio-demographic and health-related characteristics, among 1433 adolescents who completed the survey, the mean age was 15.2 years, 50.5% were boys, 16.8% reported having a non-communicable disease, and 18% were overweight or obese. Multivariate analysis showed that older age, male gender, daily breakfast with at least one parent, higher self-rated knowledge on nutrition, awareness of fruit and vegetables consumption recommendations, correct dietary attitudes (daily breakfast, consumption of fruit and vegetables at least once a day, of legumes at least twice a week, and of carbonated sugary drinks less than once a day), the need for additional dietary information, meeting WHO physical activity recommendations, and less than two hours of daily screen time are determinants of a high quality diet score. Conversely, living with a single family member and current smoking were negatively associated with high quality diet. Older age, male gender, risk of alcohol abuse, higher quality diet, and lower mobile phone use are associated with meeting WHO physical activity recommendations. Since we investigated risky behaviors, potential limitations of this study could include social desirability and recall bias. Conclusions: Many adolescents lead unhealthy lifestyles, but younger adolescents and girls appear to be at higher risk of unhealthy behaviors. Targeted initiatives promoting regular physical activity and balanced diets in schools, involving parents and teachers in a collaborative plan, are essential to improving adolescents’ health and well-being.