Inadequate diet, physical activity, and sleep-related behaviors are potential risk factors for overweight and obese, therefore we investigated the relations between body mass index (BMI) and behavioral factors in a sample of Italian adolescents. Four hundred nine Italian secondary school students (46% females, 12.5 ± 0.6 y.o.) were enrolled in this cross-sectional study. Anthropometric measures, adherence to the Mediterranean Diet (KIDMED), physical activity level (PAQ-C), sleep duration, daytime sleepiness (PDSS), sleep quality, and school achievement data were collected through an online questionnaire. The percentage of overweight adolescents was slightly lower (14%) compared to the regional and the national figures. Approximately 88% of the sample reported a medium/high adherence to the Mediterranean Diet and 77% a moderate/vigorous physical activity level. The average sleep duration was in line with the international sleep recommendation for adolescents and 82% had a medium/high sleep quality. No differences were found between genders except for BMI (lower in females). Unexpectedly, no differences were found among the BMI groups (normal weight vs. overweight vs. obese) for lifestyle variables; in contrast, Mediterranean Diet adherence was associated with sleep habits. Further investigation is required to better explore the associations among behavioral variables involved in adolescents’ healthy development.