Background: current findings in the etiopathogenesis of eating disorders (ED) do not allow the formulation of a unique causal model. Currently, the main hypotheses about the etiopathogenesis are based on a multifactorial approach, considering both genetic and environmental factors. The aim of this study is to analyze the relationship between sociodemographic and behavioral factors, as well as self-esteem, in students of the first cycle of middle school and the probability of belonging to the risk group of eating disorders (ED) measured through the EAT-26 scale. Methods: The study target population consists of students of the first cycle of middle school. The instruments applied to the population consisted in: (1) a survey of sociodemographic data and behavioral variables; (2) Rosenberg’s self-esteem test; and (3) EAT Test (Eating Attitudes Test 26). Results: Of a total of 656 students belonging to eight educational centers in Madrid who were offered to participate in the study, 88.6% (n = 579) answered the whole questionnaire. The mean age of the participants was 13.7 years old. Of the participating adolescents, 57.3% were male and the remaining 42.7% (n = 260) were female. A significant relationship was observed between self-esteem and belonging to an ED risk group, with an OR = 0.910 (CI 95% 0.878–0.943). Hence, each one-point increase on the self-esteem dimension decreased the risk of belonging to an ED risk group by 9.5%. In the variables considered in the area of dysfunctional feeding patterns, the variables ‘number of meals’ (p < 0.01), ‘dieting’ (p < 0.01), and ‘drug consumption to lose weight’ (p < 0.01) were found to be related to the risk of belonging to the ED group. Conclusions: The results obtained in our research can help to establish explanatory models that include the understanding of the interaction of the different factors that influence the appearance and development of EDs. Therefore, these should be taken into consideration when developing ED preventive programs.