The purpose of this article was to investigate the association of dietary intake with eating behavior, screen time, and physical activity among Brazilian adolescent students. This was a cross-sectional study with 14,653 adolescents attending ninth grade in 281 public and private schools in Brazilian state capitals and the Federal District. Data were collected using a self-administered online questionnaire. We investigated food consumption, eating behaviors (including family meals and place where meals were eaten), screen time, and physical activity level. The consumption of healthy foods was associated with: having lunch or dinner with parents every day, having lunch at home every day, and doing physical activity for more than 4 hours/week. Whereas the consumption of unhealthy foods was associated with: eating in front of a television or a computer on a frequent basis as well as watching television and using a computer for more than 2 hours/day. Therefore, public health promotion policies aimed at adolescent students should focus on encouraging this group to have meals with their family and at home along with adopting an active lifestyle.