Background: Quality of life (QOL) is a crucial part of evaluating health conditions IN adolescents. The purposes of this study were to (1) examine the relationship of QOL and smoking, physical activity (PA) and screen time (ST) among Chinese adolescents, (2) explore the relationship between PA-ST combination and QOL of adolescents, and (3) investigate the dose-response relationship between PA-ST and QOL. Methods: This study randomly selected 12,900 adolescents (11–18 years) from 13 administrative regions in Shandong Province, China. The data gathering tools for Smoking (tobacco), PA (PAQ-A) and ST (average daily time for ST) and QOL questionnaire (child and adolescent quality of life scale) were completed among all adolescents. Statistical analysis was performed by T test, chi-square test and multiple linear regression. Results: 12,641 adolescents (aged 12–18) completed the study. In multiple linear regression models, the result demonstrated that the adolescents from rural areas, with high ST, low PA, and smoking, with older age and low socioeconomic status, showed a lower QOL score. First-time smokers under 10 years revealed the lowest QOL, and PA > 30 min five days per week have the highest QOL. In addition, boys and girls with PA > 30 min three to four days per week in high ST group obtain the higher scores (boys β = 5.951, girls β = 3.699) than low PA-low ST groups. Conclusions: Adolescents from rural areas suffer from a relatively poorer QOL. More than 30 min of PA five or more days for boys and three or four days per week for girls could decrease negative effects of ST and improve QOL.