In adolescence, health status is influenced by several factors, including dietary pattern and physical activity (PA) which are crucial elements of lifestyle in terms of prevention and treatment of metabolic and chronic diseases. The current study aimed to explore the impact of the different intensity levels of PA along with the adherence to a Mediterranean diet (MD), on body composition indices and metabolic parameters in a cohort of adolescents, thereby investigating potential predictors of health behavior in youth. This cross-sectional study was carried out among 92 participants (44 girls and 48 boys, aged 14 to 17 years), which were divided into the following three groups according to intensity levels of PA: Group A (physical inactivity), Group B (moderate PA), and Group C (vigorous-intensity PA). The Questionnaire of Adherence to the Mediterranean Diet (KIDMED test) was used to assess both diet composition and adherence to a MD. All subjects underwent anthropometric measurements, bio-impedentiometric analysis for body composition parameters, and biochemical and hormonal measurements. The majority of adolescents (60.87%) had a medium adherence to the MD, and even a better distribution of food rates was found in adolescents performing vigorous-intensity PA. A comparison of anthropometric measurements and body composition parameters among groups showed that body mass index and fat mass (FM) were significantly lower while body cell mass (BCM), free fat mass (FFM), phase angle (PhA), and total body water (TBW) were higher in Group C adolescents as compared with those of Group A. In Group C, insulin resistance (HOMA-IR) was reduced and insulin levels were inversely associated with FFM ( r = −0.454 and p = 0.004) and directly correlated with FM ( r = 0.331 and p = 0.003). In the same Group C, we observed elevated serum irisin levels and lower lipid profile markers as compared with Group A. Interestingly, irisin negatively correlated with both total cholesterol ( r = −0.428 and p = 0.04) and LDL ( r = −0.468 and p = 0.02) in Group C. Finally, a receiver operator characteristic curve (ROC) analysis revealed irisin, LDL, HDL, and body composition variables (FFM, BMC, PhA, and TBW) as the most predictive measures for vigorous-intensity PA. Our results highlight the importance of developing healthy lifestyle programs that include improving the intensity of PA among a young population as a superior strategy for ensuring a better quality of life.