The acquisition of physical activity habits during adolescence is fundamental to guarantee its adherence throughout life. However, these levels decrease during this stage, with women experimenting a more significant decrease. This paper aims to analyze if there are significant differences in the variables related to the intention to be physically active between men and women and if there is a moderating effect of gender on the variables that predict this intention. The sample is composed of 256 adolescents, aged between 16 and 19 years, 55.50% of whom are men, and 44.50% women. The results show that there are statistically significant differences (p < 0.05), with boys showing higher scores in the intention, athletic identity, and in the strength, condition, and attractiveness. About the predictive variables of the intention, the gender moderates the relationships between the physical attractiveness, condition and strength with the perceived behavioral control (pcfmale-pcfmale = 0.44; −0.48 p < 0.001; 0.27, p < 0.05, respectively), and between the subjective norm and the intention to be physically active (pcmale-female = 0.33, p < 0.01). These results highlight the importance of considering gender when designing specific policies for the promotion of physical-sports practice among adolescents to reduce the existing gender gap.