Background. Current scientific evidence establishes that regular physical activity engagement provides numerous physical and mental benefits. Thus, the present research aims at examining the relationships between violent behavior, self-concept, and consumption of alcohol, tobacco, and cannabis. Specifically, two objectives were defined: (a) analyze and establish the relationships between violent behaviors, the different dimensions of self-concept, and the consumption of alcohol, tobacco, and cannabis as a function of physical activity engagement, (b) define and examine a proposed explanatory model, and (c) analyze the effect of self-concept on alcohol and tobacco consumption and physical activity engagement based on the explanatory model developed. Methods. For this purpose, a nonexperimental (ex post facto), descriptive, and cross-sectional study was conducted. For data collection, a sociodemographic questionnaire was administered alongside the Self-Concept Form 5 and the School Victimization Scale. Results. It was shown that individuals engaging in more than three hours of physical exercise per week scored more highly on the social, family, physical, and emotional aspects of self-concept, whilst those who do not meet this criterion scored more highly on the academic aspect and on physical and verbal victimization. Conclusions. The present research concludes that engagement in more than 3 hours of physical activity per week led to benefits in a number of domains of self-concept whilst, at the same time, increasing levels of violence.