The purpose of our study was to investigate the potential relationships in Hispanic adolescents (n = 575) between substance use and/or risky sexual behaviors and (a) physical activity (PA) and (b) sedentary time and (c) the moderating effect of gender. PA levels and sedentary behaviors were assessed using the PA Questionnaire for Adolescents, while risky behaviors were assessed using items similar to those used in the national epidemiological study, "Monitoring the Future." We found significant, positive associations between PA and smoking, drug use, and risky sex measures. Similar positive associations existed between sedentary time and risky behaviors. However, after stratifying by gender, most of the relationships remained significant only for males. Our study is among the first to examine these relationships in Hispanic adolescents. Given the emphasis on increasing PA and decreasing sedentary behavior in adolescents, more efforts should be dedicated to understanding the effect of these lifestyle habits on risky behaviors.