Despite a well‐documented connection between religion and mortality, the link between religion and obesity‐related outcomes and behaviors has not been adequately studied, particularly among adolescents. This study examines whether self‐reported religious beliefs influence decisions about physical activity and diet in a sample of Jewish adolescents (n = 351). The results show that reporting a stronger influence of religious beliefs on health behaviors is associated with behaviors related to physical activity, but not diet. In adjusted regression models, individuals who report that their religious beliefs influence decisions about being physically active “a lot” have significantly more active days per week than those who say their religious beliefs do not influence such decisions. Similar effects are seen with regard to the students’ overall amount of sedentary time. The results shed light on previously documented relationships between religion and health, provide practical implications for religious organizations and leaders, and suggest areas for future research.