The main objective of this study was to implement an educational program named ACTIVE VALUES and to analyse the psychosocial and cognitive effects of its application. It is a quasi-experimental repeated measures research with a non-randomised experimental group (EG) and a control group (CG). The sample consisted of 102 students in the 6th grade of primary school, aged between 11 and 13 years (M = 11.59; SD = 0.60), and 4 teachers aged between 27 and 52 years (M = 38.5). The intervention program lasted 4 months, in which the EG implemented a teaching methodology based on the incorporation of classroom-based physical activity (CB-PA) in the structure of the Teaching for Personal and Social Responsibility (TPSR) model to develop personal and social values in students, as well as to reduce children’s sedentary behaviour in the classroom in different educational areas (e.g., mathematics, Spanish language, social sciences and natural sciences), while the CG used a conventional methodology based on direct instruction. The main results found show significant improvements in intrinsic motivation variables (including intrinsic motivation for achievement, stimulating experiences and knowledge), self-determination index, autonomy, relatedness, psychological mediators index, personal and social responsibility, teacher climate, intention to be physically active and executive functions in the EG, while amotivation values increased in the CG. In conclusion, interdisciplinary educational programs based on the combination of pedagogical models and active methodologies are postulated as methodological alternatives to achieve an integral and multilateral development of children and adolescents, as well as to improve the different learning domains of physical education, such as cognitive, social and motor. It is recommended that future research should consider longitudinal designs with mixed methods and follow-up data to assess learning retention, as well as larger samples and the measurement of a greater number of executive functions (e.g., inhibitory control and attention).