A very high proportion (84% for males and 91.2% for females) of Saudi adolescents spent more than 2 hours on screen time daily and almost half of the males and three-quarters of the females did not meet daily physical activity guidelines. The majority of adolescents did not have a daily intake of breakfast, fruit, vegetables and milk. Females were significantly (p < 0.05) more sedentary, much less physically active, especially with vigorous physical activity, and there were fewer days per week when they consumed breakfast, fruit, milk and diary products, sugar-sweetened drinks, fast foods and energy drinks than did males. However, the females' intake of French fries and potato chips, cakes and donuts, and candy and chocolate was significantly (p < 0.05) higher than the males'. Screen time was significantly (p < 0.05) correlated inversely with the intake of breakfast, vegetables and fruit. Physical activity had a significant (p < 0.05) positive relationship with fruit and vegetable intake but not with sedentary behaviors.