Introduction. Physical and sports activity is essential for a healthy lifestyle and is considered a prevention factor for several harmful habits on health. The purpose of this study was to establish the relationship between the level of physical activity, energy expenditure and tobacco consumption among adolescent students. Population and Methods. Adolescent students aged 14 to 17 years old from the province of Murcia were included. Their level of physical activity was assessed using the International Physical Activity Questionnaire, and smoking was evaluated using the Youth Risk Behavior Surveillance. Results. Out of 344 adolescents, 20.3% were overweight and 5.8%, obese. Of the total, 44.2% reported being active on a regular basis, while 55.8% were irregularly active or inactive. The level of physical exercise was higher among boys than girls. Tobacco was consumed by 20.3% of the sample, but no significant differences were observed based on sex. The highest energy expenditure from physical activity was positively associated with non consumption of tobacco. Conclusions. Among adolescents, a higher level of physical activity and a higher energy expenditure are positively associated with non consumption of tobacco.