Despite the relevance of this research topic from a public health perspective, there is currently a lack of objective data on European adolescents' sport activity, notably the associations between their sport habits and their health attitudes and behaviours, which may have important consequences both in terms of somatic (cardiovascular) health and mental health. The objective of the present study was to determine the direction and strength of the associations between the frequency of sport and health variables; in particular, perceptions of health, self image, substance use and experimental behaviours. Data were collected as part of the 1993 Swiss Multicentric Adolescent Survey on Health. In this survey, anonymous self-administered questionnaires were distributed to a national representative sample of 10,000 in-school adolescents (15-20 years of age). Univariate analyses explored the relationships between the level of sport activity and health variables; then logistic regression analyses examined the strength of these relationships. According to the results, half of the sample do sports more than twice a week, boys more often as part of a sports club. Differences between non-athletic and athletic adolescents describe the latter as having less somatic complaints, more confidence in their future health, a better body image, a lesser tendency to attempt suicide, a higher frequency of use of the car seat belt, and a lower use of tobacco, wine and marijuana. Links between the frequency of sport activity and the locus of control related to health, general satisfaction with life or sexual behaviours are less strong. It must be noticed that the cross-sectional data collection precludes the establishment of a causal relationship between exercise and health behaviours. However, the existing links underline the coexistence of positive health characteristics and sport activity, suggesting that an incitement to get involved in physical activity may be a necessary component of a comprehensive prevention approach among adolescents.