Overweight and obesity are becoming increasingly prevalent among children and adolescents in Saudi Arabia and are an emerging cause of non-communicable diseases (NCDs). Lifestyle factors, such as insufficient levels of physical activity and sedentary behaviors, are responsible for the increased prevalence of NCDs. This study aimed to determine the association between physical activity levels, sedentary behaviors, and anthropometric measurements in Saudi female adolescents. A cross-sectional study was carried out among 399 healthy female adolescent students aged 13-14 years in Arar, Saudi Arabia. The participants were randomly selected from different schools and their anthropometric measurements were determined. The Physical Activity Questionnaire for Older Children (PAQ-C) and the Adolescent Sedentary Activity Questionnaire (ASAQ) were used to assess their physical activity levels and sedentary behaviors, and an analysis was conducted using IBM SPSS software version 25. A multiple linear regression model was used to determine the association between the variables. The majority of the participants had a normal body mass index (BMI; 79.4%) and waist circumference (WC; 62.4%). A total of 74.4% had waist to height ratio (WHtR) < 0.5. About 92.7% of the participants were not meeting PA recommendations of 60 min of moderate to vigorous physical activity daily. The overall mean time spent on sedentary activities was high on both weekdays and weekend days at 357.64 ± 86.29 and 470.51 ± 147.64 min/day, respectively. Moreover, anthropometric measurement (BMI) was positively associated with age and negatively associated with sedentary behavior on weekends, while WHtR was positively associated with age. The multiple linear regression analysis also showed that age and sedentary behavior significantly predicted BMI among the study participants (F (2, 396) = 4.346, p < 0.014) and age was the only significant predictor of WHtR (F (1, 397) = 16.191, p ≤ 0.001). This study revealed that most of the female Saudi adolescents undertook low levels of activity and high levels of sedentary behaviors. Sedentary behaviors were significantly associated with their BMI. Accordingly, an intervention program on healthy lifestyles is important to improve Saudi female adolescents' lifestyles.