The purpose of this study was to examine the relationships among physical activity, sleep duration, diet, and academic achievement in a sample of adolescents from the US state of Nevada. A two-stage cluster random sampling method was used to recruit Nevadan adolescents (N = 4625). The 2015 Youth Risk Behavior Survey was administered to students within public, private, and charter schools. Weighted multilevel generalized linear mixed effects models were employed to examine the relationships among physical activity, sleep duration, diet, and academic achievement. Additional analyses were run to examine the relationship between meeting multiple health behavior criteria with academic achievement. Data were collected in the US state of Nevada in 2015 and analyzed in the US state of Nevada in 2018. Adolescents who participated in at least of 60 min of physical activity per day had significantly higher odds of achieving mostly A's and B's (adjusted OR = 1.18; 95% C.I.: 1.02, 1.38; p = 0.029). Additionally, adolescents who consumed salad weekly (adjusted OR = 1.24; 95% C.I.: 1.06, 1.46; p = 0.007) and who consumed breakfast everyday (adjusted OR = 1.72; 95% C.I.: 1.48, 2.00; p < 0.001) had higher odds of achieving mostly A's and B's. Finally, adolescents who reported meeting 3 or more health behavior criteria had significantly higher odds of achieving mostly A's and B's compared to adolescents meeting only 0–2 health behaviors (adjusted OR = 1.66; 95% C.I.: 1.44, 1.92; p < 0.001). Self-reported physical activity, specific dietary behaviors, and meeting multiple health behavior criteria significantly related to academic achievement in adolescents.