Background: The effect of physical activity (PA) and physical fitness (PF) on self‐confidence and interpersonal relations in adolescents is uncertain. Aim: To analyzed the associations of PA and PF with self‐confidence and interpersonal relations in adolescents. Sample: A total of 268 (138 boys) adolescents (13.9 ± 0.3 years) from the DADOS study were included in the analysis. Methods: PA was evaluated using GENEActiv accelerometers and the health‐related PF components by the ALPHA health‐related fitness test battery. The levels of self‐confidence and interpersonal relations were determined by the Behavior Assessment System for Children Level 3. Results: The associations of PA levels and PF components with self‐confidence reported positive associations of moderate‐vigorous PA (MVPA), standing long jump, and 20‐m shuttle run (shuttle run test) tests (all p < 0.05), and negative association of 4 × 10‐m shuttle run test (4 × 10‐m test), but only the 4 × 10‐m test remained significant in the adjusted model for the whole sample and only in boys (p ≤ 0.01) when analyzed by sex. Regarding interpersonal relations, positive associations of standing long jump and shuttle run test (all p < 0.05), and negative association of 4 × 10‐m test were found in all the adolescents. The shuttle run test was associated with interpersonal relations in boys independently of confounders. PA levels were not associated with interpersonal relations. Conclusion: A higher level of lower‐limb muscle strength, speed‐agility, and cardiorespiratory fitness might improve self‐confidence and interpersonal relations in adolescents, but these relationships seem to be influenced by sex, body mass index, and pubertal status. Speed‐agility and cardiorespiratory fitness seem to have a stronger impact on boys. MVPA may improve self‐confidence in adolescents. [ABSTRACT FROM AUTHOR]