This study analyzed the time adolescents spend on active video games, sedentary screen media, and conventional physical activity as well as the interrelationships between these variables. Data were collected from 570 Spanish adolescents (15–16 years old) who completed a self-report questionnaire. A path analysis was carried out to analyze the relationships among the different variables. Time in television, video games, and physical activity were higher in males than in females. The use of television and video games positively predicted the use of active video games, which positively predicted physical activity participation. The findings of this study show that sedentary screen media and physical activity are behaviors that can coexist. The promotion of active video games as part of general strategies for the promotion of physical activity could be desirable, but it is likely to contribute to physical activity levels in only a small way. This article finishes with some recommendations related to the use of active/inactive screen media and the promotion of physical activity.