The purpose of this research was to investigate the relationship between distance to school and levels of physical activity and sedentary behavior in UK adolescents. Participants were 1385 adolescents (boys n = 531; mean age 14.7 years). Boys living within two miles of school and girls living within 5 miles of school were more likely to report high levels (≥60 min per day) of weekday leisure time physical activity. Differences in weekday leisure time physical activity were accounted for by active travel time. There were no differences in sedentary behavior time by distance to school. Journeys, whether active or motorized, most often took place with friends. Further research should investigate wider physical and social environmental influences on active travel.