Objective Our aim was to determine the relationship between cardiorespiratory fitness (CRF) and metabolic risk in adolescents from Southern Brazil. Methods We performed a school‐based cross‐sectional study in 1,037 adolescents (436 boys) aged 10–16 years from Londrina, PR, Brazil. CRF was determined by 20‐m shuttle run test. A continuous metabolic risk score was obtained from the mean of fasting glucose, triglycerides, high density lipoprotein, blood pressure, and waist circumference z‐scores. Age, physical activity (Baecke questionnaire), body mass index (BMI; weight/stature2), and somatic maturity (Mirwald method) were included as covariates in multiple linear regression analyses. Results CRF was related to metabolic risk in boys (β = −0.02, P < 0.01) and girls (β = −0.01, P = 0.02) after adjusting for chronological age, BMI, and somatic maturity. However, when adjusted for physical activity, CRF failed to explain metabolic risk in girls (β = −0.01, P = 0.24). Conclusion We conclude that CRF is independently and inversely related to metabolic risk in boys, but physical activity either mediates or confounds the association between CRF and metabolic risk in girls. Am. J. Hum. Biol. 28:534–538, 2016. © 2016 Wiley Periodicals, Inc.