The aim of this study was to analyze the relationship between different variables adjusted to a healthy lifestyle, and the consumption of tobacco, alcohol and other drugs in adolescence. 282 students between 15 and 20 years of age participated in the study. They were administered different questionnaires to evaluate habitual physical activity, perceived competence and image, food habits and consumption of tobacco, alcohol and other drugs. The results revealed that the perception of body image was associated positively with alcohol drinking, and fun as a motive for doing sport was associated positively with not smoking. Regression analysis revealed that consumption of tobacco was lower in adolescents who had higher rates of physical exercise. Regarding the consumption of alcohol, perceived competence about sport was lower in those consuming more, while the perceived body image seemed to improve as adolescents consumed larger amounts of alcohol. It is suggested that in order to prevent the consumption of unhealthy substances associated with leisure, initiation to sport should be used as a strategy of social transformation in public health programs.