(1) Background: This study determined the factors associated with manual grip strength in people with high blood pressure (HBP); (2) Methods: 219 subjects participated in this cross-sectional study, which evaluated muscle strength (manual dynamometer), sociodemographic factors, clinical characteristics, level of physical activity (International Physical Activity Questionnaire-IPAQ score), and depression (Zung’s Depression Self-Rating Scale); (3) Results: The bivariate analysis found that handgrip strength in people with HPB was associated with sex (p = 0.000), age (p = 0.000), ethnicity (p = 0.019), smoking habits (p = 0.037), alcohol consumption (p = 0.004), diastolic blood pressure (p = 0.012), weight (p = 0.000), height (p = 0.000), measurement of waist circumference (p = 0.002), depression (p = 0.041), and IPAQ score (p = 0.000). Regardless of being male or female, handgrip strength was associated with age (p = 0.009), IPAQ (p = 0.000), weight (p = 0.038), height (p = 0.000), DPB units (p = 0.043), and depression (p = 0.020). The multivariate generalized linear gamma regression model showed that the coefficient with the greatest weight, regardless of sex, was age (p = 0.043), level of physical activity (24% more at high level than at low level, p = 0.031), and depression (moderate/severe depression level) associated with lower handgrip strength (p = 0.025); (4) Conclusions: Handgrip strength showed an association with level of physical activity, age, and level of depression in a middle-aged population with HBP.