Background and objective A healthy lifestyle encompasses healthy eating, regular exercise, getting enough sleep, and avoiding smoking, drug abuse, and alcohol, which will helpimprove mental health and manage the symptoms of anxiety, stress, and depression. In this study, we aimed to evaluate the relationship between a healthy lifestyle and psychological well-being among Saudi adolescent girls. Materials and methods A cross-sectional study was conducted among adolescent girls in secondary schools in Taif City, Saudi Arabia. The main outcome measures were the Simple Lifestyle Indicator Questionnaire (SLIQ), Patient Health Questionnaire-2 (PHQ-2) and PHQ-9 (if PHQ-2-positive), Generalized Anxiety Disorder 7-item (GAD-7) questionnaire, and Perceived Stress Scale(PSS) scores. Results The age of the respondents ranged between 15 and 19 years with an arithmetic mean of 16.72 and a standard deviation (SD) of 0.96 years. Most of the students (58.3%) followed a healthy lifestyle whereas only 6.7% followed an unhealthy one. The prevalence of depression was 52.5%; moderately severe depression was observed in14.8% and severe depression was seen in6.9% of the schoolgirls. Moderate or severe anxiety was observed in 24.3% and 17.8% of schoolgirls, respectively. High perceived stress was observed in 18% of the students. There was a statistically significant associationbetween students' lifestyleand the severity of depression, anxiety, and perceived stress (p<0.001). Conclusion While unhealthy lifestyles are not common among secondary schoolgirls in Taif City, we found a significant association between such lifestyles among students and the deterioration of their psychological well-being.