Active commuting (AC) has been proposed as a great opportunity to increase physical activity level (PA) in children and adolescents. The aim of the present study is to determine the associations between AC (walk and cycle commuting) and non-AC (motor vehicle commuting) with PA levels, and with AC and sedentarism in Spanish children and adolescents. A representative Spanish sample of 424 children and adolescents (38% females) was involved in the ANIBES (Anthropometry, Dietary Intake and Lifestyle in Spain) Study in 2013. Data on the levels of AC, non-AC, PA, and sedentarism were obtained using the International Physical Activity Questionnaire for adolescents. Stepwise backward univariate generalized linear and linear regression models were performed. In girls, walking was associated with playground PA, moderate PA, and moderate to vigorous PA (MVPA) (β = 0.007, p < 0.05; both β = 0.007, p < 0.01), respectively. In boys, walking was associated with all PA levels (p < 0.05); while cycling was related to moderate PA and MVPA (both β = 0.007, p < 0.05). A negative significant association was observed between AC and time spent studying without Internet use in boys (β = −0.184, p < 0.05). Commuting by walking contributes to increased daily PA in both sexes, whereas cycling was only related to moderate PA and MVPA in boys. Sedentary behaviors are not related to AC, but studying without Internet use was negatively associated with AC in boys.