The purpose of this cross-sectional study was to examine associations between self-rated health (SRH) and frequency of overall daily moderate-to-vigorous physical activity (MVPA), compliance with sedentary behaviour (SB), and sleep, sports participation, and active transportation to school among junior high school and high school students, using data of a random sampling survey in Japan. Participants were Japanese junior high school and high school students (437 boys and 398 girls). We analyzed data from the 2019 SSF National Sports-Life Survey of Children and Young People, which used the frequency of MVPA, screen time, sleep duration, organized sports participation and active transportation to school. The highest MVPA frequency and participation of sports were associated with better SRH adjusted age and annual family income (odds ratio (OR) 3.01; 95% CI, 1.30–6.93; OR=5.80; 3.08-10.93 for boys; OR=4.93; 2.22-10.96; OR=2.75; 1.59-4.75 for girls). The association with highest MVPA frequency was slightly increased after adjusting for meeting the SB for girls (OR=5.26; 2.23-12.43). Meeting SB was associated with better SRH after adjusting for meeting the frequency of MVPA among girls (OR=2.91; 1.49–5.69). These findings show that frequency of MVPA is important to better SRH in junior high school and high school students, independent of SB. In addition, SB is also important for girls, independent of MVPA. Thus, gender should be taken into account in order to better SRH in Japanese junior high school and high school students, as the factors associated with subjective health differ between boys and girls.