This pilot project aimed to demonstrate the efficacy and feasibility of an innovative physical education programme, referred to as a health club (HC) approach, in a high school setting. We measured adolescent girls’ moderate to vigorous physical activity (MVPA), components of health-related physical fitness, and perceptions about themselves and physical activity (PA) during a 14-week programme. The HC approach produced high levels of MVPA. Pre/post physical fitness testing variables included height, weight, body mass index, waist measurement, sit and reach, grip strength, push-ups, sit-ups and a 10-minute walk test. Significant differences were found in participants’ flexibility and cardiovascular fitness at the conclusion of the 14-week programme. Participants reported greater perceived control over their PA, improvements in their physical self-concept across several domains, more positive feelings about appearance and strength and more positive global statements about their physical selves at post-test. The results of this study suggest that the HC approach is a promising approach that deserves further study.