ABSTRACT OBJECTIVE: To verify in male and female Brazilian adolescents the association of demographic, psychosocial, behavioral and sociocultural characteristics with the regular practice of physical activity. METHODS: The sample consisted of 109,104 adolescents from all Brazilian states attending the 9th year of elementary education in 2012. The response variable was the regular practice of physical activity (300+ minutes/week). The explanatory variables were grouped into four fields: demographic, psychosocial, behavioral and sociocultural. The Poisson regression was stratified by sex to evaluate the association. RESULTS: The prevalence of active adolescents was 20.2%, higher in boys (27.9%) than in girls (13.1%). It was observed a greater practice of physical activity in boys of lower age group, children of mothers with higher schooling, who consumed healthy foods such as beans, fruits, vegetables, and milk, as well as among those with family supervision. At the same time, unhealthy habits such as insomnia and alcohol consumption were also positively associated with physical activity. In girls, greater physical activity was observed among those who lived with mothers and whose mothers had higher schooling. In addition to family supervision, the practice of physical activity in girls was also positively associated with the frequency of meals with their parents. However, as in boys, insomnia and alcohol consumption were associated with an increase in the practice of physical activity. CONCLUSIONS: One-fifth of adolescents practice physical activity regularly, demonstrating the need for specific public policies to increase the percentage of active young people in the country. Maternal schooling, healthy eating habits and family supervision were associated with regular physical activity in boys and girls, evidencing the importance of the family for the acquisition of healthy habits in this age group.