To analyze socioeconomic indicators, physical activity (PA) opportunities, and behavioral correlates of cardiorespiratory and muscular fitness among Brazilian boys and girls. A sample of 1555 adolescents was randomly selected. Age- and sex-specific standard scores were calculated for each fitness component. Among boys, head of household's schooling, involvement in organized PA, meeting the PA recommendations, and computer/games use were associated with cardiorespiratory fitness. Involvement in organized PA and active time in Physical Education (PE) classes were predictors of muscular fitness. Among girls, active time in PE classes and TV watching were predictors of cardiorespiratory fitness. Meeting the PA recommendations was associated with muscular fitness. PA variables and sedentary behaviors should be independently considered for physical fitness promotion in youth.