Background: Little is known about how the interplay among health-related behaviors impacts self-rated health (SRH). We examined the clustering of physical activity (PA), sleep, diet, and specific screen-based device use, and the associations between the emergent clusters and SRH among Brazilian adolescents. Method: The data used in this cross-sectional study were from the baseline of the Movimente Program. Self-reported data were analyzed. SRH was recorded as a 5-point scale (from poor to excellent). Daily duration of exposure to the computer, the television, the cell phone, and games; PA; sleep; and weekly consumption of fruits and vegetables and ultra-processed foods were included in a Two-Step cluster analysis. Multilevel ordered logistic regressions assessed the associations between the clusters and SRH. Results: The data of 750 students (girls: 52.8%, 13.1 ± 1.0 years) were analyzed. Good SRH was more prevalent (52.8%). Three clusters were identified: the Phubbers (50.53%; characterized by the longest cell phone use duration, shortest gaming and computer use, lowest PA levels, and low consumption of fruits and vegetables), the Gamers (22.80%; longest gaming and computer use duration, PA < sample average, highest intake of ultra-processed foods), and a Healthier cluster (26.67%; physically active, use of all screen-based devices < sample average, and healthier dietary patterns). For both Gamers (−0.85; 95% CI −1.24, −0.46) and Phubbers (−0.71; 95% CI −1.04, −0.38), it was found a decrease in the log-odds of being in a higher SRH category compared with the Healthier cluster. Conclusion: Specific clusters represent increased health-related risk. Assuming the interdependence of health-related behaviors is indispensable for accurately managing health promotion actions for distinguishable groups.