Mexico shows a high prevalence of obesity in children and adolescents. Geographical location and cultural environment could play a role in the promotion of healthy lifestyles in terms of physical activity (PA), sedentary behavior (SB) and nutrition. The purpose of this study was to assess rural and urban differences in body composition (BC), physical fitness (PF), PA and nutritional status of adolescents from the state of Jalisco (Mexico). The study involved 469 students aged 13–17 years (55.0% girls) from eight high schools. BC was analyzed by bioimpedance and PF by standardized field tests. Objective measurements of PA and SB were taken in a subsample (n = 240). Energy intake (EI) was calculated from two 24h recalls. Rural residents presented a higher prevalence of overweight, waist circumference, trunk fat mass, regional fat free mass and muscle handgrip strength (all p < 0.05, η2p < 0.06). Cardiorespiratory fitness was similar among participants, whereas urban adolescents showed higher muscle power, speed-agility and flexibility scores (all p < 0.05, η2p < 0.07). Overall lifestyle behavior in urban adolescents was more sedentary (p < 0.05, η2p = 0.11). EI was similar in both locations. In conclusion, rural Mexican adolescents presented a generally lower sedentary behavior and a lower fitness and fatness profile than their urban peers.