Aim: to describe physical activity and ultra-processed foods consumption, their changes and sociodemographic predictors among adolescents from countries in Europe (Italy and Spain) and Latin America (Brazil, Chile, and Colombia) during the SARS-CoV-2-pandemic period. Methods: Cross-sectional study via web survey. International Physical Activity Questionnaire (IPAQ) and weekly ultra-processed food consumption data were used. To compare the frequencies of physical activity status with sociodemographic variables, a multinomial logistic and a multiple logistic regression for habitual ultra-processed foods was performed. In final models, p < 0.05 was considered significant. Results: Sample of 726 adolescents, mostly females (59.6%) aged 16–19 years old (54.3%). Adolescents from Latin America presented odds ratio (OR) 2.98 (CI 95% 1.80–4.94) of being inactive and those whose mothers had higher level of education were less active during lockdown [OR 0.40 (CI 95% 0.20–0.84)]. The habitual ultra-processed consumption was also high during this period in all countries, and more prevalent in Latin America. Conclusion: A higher prevalence of inactivity was observed in this population, but reductions of physical activity and habitual ultra-processed consumption during the pandemic were more pronounced in Latin America. Our findings reinforce the importance of promoting a healthy lifestyle, i.e., exercise and diet, during periods of social isolation.