Little is known about the factors which might influence the adherence to a Mediterranean diet in non-Mediterranean European countries. Thus, the main purpose of this study was to determine the associations between socioeconomic, psychological, and physical factors on a Mediterranean diet. In this cross-sectional study, participants were 14-18-year-old adolescents (N = 3071) from two non-Mediterranean countries: Lithuania (N = 1863) and Serbia (N = 1208). The dependent variable was Mediterranean diet, and was assessed with the Mediterranean Diet Quality Index for children and adolescents questionnaire. Independent variables were gender, body-mass index, self-rated health, socioeconomic status, psychological distress, physical activity, and sedentary behavior. The associations between dependent and independent variables were analyzed by using logistic regression. Results showed that higher adherence to a Mediterranean diet was associated with higher self-rated health, socioeconomic status, and physical activity, yet low adherence to a Mediterranean diet was associated with being female, having higher body-mass index, psychological distress, and sedentary behavior. Our findings suggest that future studies need to explore associations between lifestyle habits-especially in target populations, such as primary and secondary school students.