The purpose of this study was to assess the relationship between blood pressure (BP) levels and physical activity (PA) domains accounting for overweight/obesity. Adolescents aged 10 to 17 years old were recruited (n = 1021). International Obesity Task Force (IOTF) criteria were used to define overweight and obesity. High BP was defined using the Center of Disease Control and Prevention criteria. Different domains of PA (school activities, sport out of school, and leisure time PA) were assessed using a validated questionnaire. The prevalence of overweight/obesity was 21.9% for boys and 14.8% for girls. Some 13.4% of boys and 10.2% of girls, respectively, had high blood pressure (HBP). A strong and positive association was found between overweight and HBP. After adjustment for body mass index (BMI), total PA was inversely associated with BP. When all PA domains were entered simultaneously in a regression model, and after adjustment for BMI, only sport out of school was significantly and inversely associated with systolic BP [β: -0.82 (-1.50; -0.13)]. These findings open avenue for the early prevention of HBP by the prevention of obesity and promotion of PA.