Adolescence is a period in which several transformations and identity formation occur, making adolescents vulnerable to risky situations. Therefore, this study aimed to verify the association between physical activity, health-related quality of life (HRQoL), and the use of licit drugs by high school adolescents in Tocantinopolis (Brazil). One hundred and sixty-two adolescents (aged 16.3; SD = 1.7 years old) answered a questionnaire with sociodemographic information, time of physical activity and of sedentary behaviors, and use of cigarettes and alcohol. The HRQoL was assessed through the KIDSCREEN-27. As a result, the practice of physical activity among adolescents was significantly associated only with the domains of physical well-being (β= 0.003; p < 0.001) and with the domain of the social support and peer group (β= 0.002; p < 0.012). In addition, the adolescents who reported not smoking and not consuming alcoholic beverages were four times more likely to have a better perception of quality of life in the domain of physical well-being (OR = 4.06; p < 0.001). In conclusion, physically active adolescents, who do not drink alcohol and do not smoke, had better HRQoL.