A purposive sample of 200 (100 active and 100 inactive) adolescent students between 11 and 17 years (mean age of active students 13.40 ± 1.64 and inactive students 13.18 ± 1.40) were invited to participate in this study. The self-esteem and goal orientation of the students were determined with Rosenberg’s Self-Esteem Scale (1965) and the Task- and Ego Orientation in Sport Questionnaire (TEOSQ), respectively. The health-related behavior and physical fitness of the students were determined by five tests measuring upper body strength, muscular endurance, aerobic endurance, flexibility, and body composition. Group comparisons of active and inactive students were done using descriptive statistics and independent samples t-tests, while Chi square tests were used to determine the adolescents’ time spent on sedentary activities, specifically on “Sunday” and the “Other Weekdays.” The results showed a significant difference between both groups on all of the parameters of health-related physical fitness components, self-esteem, and goal orientation. Active students had higher self-esteem and task orientation, whereas inactive students showed lower self-esteem and higher ego orientation levels.