Physical inactivity is one of the most important problems in our society, especially during adolescence. During this stage of schooling, students practice physical activity in physical education classes, but after they finish school, many of them stop practicing it. This research aims to determine which variables predict the intention to practice physical activity after finishing secondary school and to discover the effect that age during adolescence has on these predictive variables. A questionnaire was administered to a sample of secondary school students. The results show that physical exercise identity influences the three antecedents of this theory, while the attitude towards the behaviour ( = 0.13; p < 0.05), perceived behavioural control ( = 0.46; p < 0.05), and physical self-concept ( = 0.41; p < 0.05), have a statistically significant influence on the intention to be physically active. Moreover, when the age is lower, is more important to develop a positive perceived behavioural control and physical exercise identity. Moreover, for younger male adolescents instead of the physical exercise itself, identity seems more important in developing a positive attitude towards behaviour. Likewise, in young female adolescents a low level of support from their close environment (subjective norm) leads to dropping out. The research concludes with the importance of including these variables in physical education classes to promote physical activity practice after completion of secondary school. Some practical implications are presented.