Metabolic syndrome (MetS) is highly prevalent in children and adolescents with obesity and places them at an increased risk of cardiovascular-related diseases. However, the associations between objectively measured movement-related behaviors and MetS diagnosis remain unexplored in youths with obesity. The aim was to compare profiles of sedentary (SED) time (more sedentary, SED+ vs. less sedentary, SED−), moderate to vigorous physical activity (MVPA) time (more active, MVPA+ vs. less active, MVPA−) and combinations of behaviors (SED−/MVPA+, SED−/MVPA−, SED+/MVPA+, SED+/MVPA−) regarding the MetS diagnosis. One hundred and thirty-four adolescents with obesity (13.4 ± 2.2 years) underwent 24 h/7 day accelerometry, waist circumference (WC), blood pressure (BP), high-density lipoprotein-cholesterol (HDL-c), triglycerides (TG) and insulin-resistance (IR) assessments. Cumulative cardiometabolic risk was assessed by using (i) MetS status (usual dichotomic definition) and (ii) cardiometabolic risk z-score (MetScore, mean of standardized WC, BP, IR, TG and inverted HDL-c). SED− vs. SED+ and MVPA+ vs. MVPA− had lower MetS (p < 0.01 and p < 0.001) and MetScore (p < 0.001). SED−/MVPA+ had the lowest risk. While SED and MVPA times were lower in SED−/MVPA− vs. SED+/MVPA+ (p < 0.001), MetScore was lower in SED−/MVPA− independently of body mass index (BMI) (p < 0.05). MVPA, but not SED, time was independently associated with MetS diagnosis (p < 0.05). Both MVPA (p < 0.01) and SED times (p < 0.05) were associated with MetScore independently of each other. A higher MVPA and lower SED time are associated with lower cumulative cardiometabolic risk.