ObjectiveHealthy lifestyles are extremely important since they are one of the main protective factors in adolescence, especially after the COVID-19 pandemic. However, no explanatory models have been found that study the impact of healthy lifestyles on levels of anxiety, depression, and psychological well-being. The study's objective was to test a model that allows determining the impact of healthy lifestyles on mental health indicators in adolescents in a post-COVID-19 pandemic period. MethodNon-probabilistic sampling was used to collect the participants. The sample included 1515 Peruvian adolescents of both sexes (53.4% men and 46.6% women) from 12 to 18 years of age (M = 14.5; SD = 1.5). The WMS Healthy Lifestyle Scale, the Generalized Anxiety Disorder Scale, the Patient Health Questionnaire, and the General Well-being Index were used to measure the variables. ResultsThe study results show that the proposed explanatory model presents adequate fit indices (χ2 = 4280.30; df = 1113; P < 0.001; RMSEA = 0.043 [IC90% 0.042 – 0.045]; CFI = 0.94; TLI = 0.94; SRMR = 0.064). Specifically, it was found that the practice of healthy lifestyles negatively predicts the level of anxiety (-0.37; P < 0.001) and depression (-0.47; P < 0.001). On the other hand, it positively predicts the level of psychological well-being (0.74; P < 0.001) experienced by adolescents. The study also found that an important group of adolescents present anxiety symptoms (38.6%) and depression (38.3%). ConclusionHealthy lifestyles are important for the mental health of adolescents since they manage to predict the level of anxiety, depression, and, above all, the level of psychological well-being of adolescents after the COVID-19 pandemic.