Research shows that regular physical exercise and a healthy lifestyle have a beneficial effect on the health of adolescents. Other studies have also shown that gender is also a determining factor when it comes to leading an active and healthy lifestyle. The aims of this study are (a) to develop a structural-equation model formed by the variables of emotional intelligence, physical-activity practice, and adherence to the Mediterranean diet and (b) to consider that model through a multigroup analysis. A descriptive, comparative, and cross-sectional study was carried out. The sample consisted of 567 primary school students. The KIDMED, PAQ-C, and TMMS-24 questionnaires were used for data collection. We found that there are differences in the effects of the practice of physical activity and adherence to the Mediterranean diet on the emotional domain. We also concluded that, during adolescence, gender is a key element in acquiring a healthy and active lifestyle.