This study examined longitudinal changes in physical activity, sedentary behavior and body mass index in adolescents, specifically their migrations towards a different weight cluster. A cohort of 755 adolescents participated in a three-year study. A clustering Self-Organized Maps Analysis was performed to visualize changes in subjects' characteristics between the first and second assessment, and how adolescents were grouped. Also a classification tree was used to identify the behavioral characteristics of the groups that changed their weight cluster. Results indicated that boys were more active and less sedentary than girls. Boys were especially keen to technological-based activities while girls preferred social-based activities. A moderate competing effect between sedentary behaviors and physical activities was observed, especially in girls. Overweight and obesity were negatively associated with physical activity, although a small group of overweight/obese adolescents showed a positive relationship with vigorous physical activity. Cluster migrations indicated that 22.66% of adolescents changed their weight cluster to a lower category and none of them moved in the opposite direction. The behavioral characteristics of these adolescents did not support the hypothesis that the change to a lower weight cluster was a consequence of an increase in time devoted to physical activity or a decrease in time spent on sedentary behavior. Physical activity and sedentary behavior does not exert a substantial effect on overweight and obesity. Therefore, there are other ways of changing to a lower-weight status in adolescents apart from those in which physical activity and sedentary behavior are involved.