ObjectiveTo evaluate the association between total physical activities, physical activity in free time and nutritional status with self‐perceived health in adolescents of both genders. MethodsThis is a quantitative study that integrates the school‐based, cross‐sectional epidemiological survey with statewide coverage, whose sample consisted of 6261 adolescents (14–19 years old) selected by random conglomerate sampling. Data were collected using the Global School‐based Student Health Survey. The chi‐squared test (χ2) and the Poisson regression model with robust variance were used in the data analyses. ResultsIt was observed that 27.3% of the adolescents had a negative health self‐perception, which was higher among girls (33.0% vs. 19.0%, p<0.001). After adjusting for potential confounding factors, it was observed that boys who did not practice physical activity during free time (PR=1.44, 95% CI: 1.15–1.81) and were classified as insufficiently active (PR=1.27, 95% CI: 1.04–1.56), as well as girls who did not practice physical activity during free time (PR=1.15, 95% CI: 1.02–1.29) and were classified as overweight (PR=1.27, 95% CI: 1.01–1.29) had a greater chance of negative health self‐perception. ConclusionBehavioral issues may have different effects on health self‐perception when comparing boys with girls. Negative health self‐perception was associated with nutritional status in girls and a lower level of physical activity in boys, and the practice of physical activity in the free time was considered a protective factor against a negative health self‐perception for adolescents of both genders.