The aim of this study was to explore the association between mental toughness, subjective sleep, physical activity, and quality of life during early and mid-adolescence. A total of 1475 participants (mean age = 13.4 years; range: 11–16 years) took part in the study. They completed questionnaires related to mental toughness, physical activity, subjective sleep, and quality of life. Greater mental toughness was related to more favorable quality of life and increased subjective sleep. Mental toughness was not related to physical activity. Increased mental toughness, favorable quality of life, and sleep are related during early and mid-adolescence. Against our expectations, mental toughness was not related to physical activity.