Background: Among adolescents, physical inactivity and unhealthy dietary habits are associated with being obese. We know little about how those are associated with trying to lose weight. Methods: We analyzed the 2013 Centers for Disease Control and Prevention (CDC) Youth Risk Behavior Surveillance data (N = 13,583) to examine how obesity and trying to lose weight are associated with: (1) <5 physically active days per week with [greater than or equal to] 60 minutes physical activity; (2) playing with video computer games [greater than or equal to] 3 hours per day on average; (3) no participation in any sports team in the past year; and (4) drinking soda [greater than or equal to] 2 times per day. We applied survey logistic regression adjusting for age and Hispanic ethnicity, stratified by sex. Results: Both being obese (13.7%) and trying to lose weight (47.7%) are significantly associated with physical inactivity. Soda drinking was associated with being obese (odds ratio [OR] = 1.34, p = 0.003 for boys and OR = 1.36, p = 0.014 for girls); it was inversely associated trying to lose weight among girls (OR = 0.72, p < 0.001) but not among boys (OR = 1.13, p = 0.174). Conclusion: Obesity was associated with physical inactivity and drinking soda in both sexes. Only girls appeared to avoid drinking soda as a strategy for losing weight. Trying to lose weight was associated with a higher likelihood of physically inactive behaviors both sexes. High schools need to develop collaborative strategies for reducing adolescent obesity and supporting students who are trying to lose weight that address physical inactivity and soda intake.