Objective: To examine self-reported physical activity with regard to weight teasing and self-efficacy. Methods: Within a cross-sectional study, 321 overweight and normal-weight students, consisting of 51% girls (n = 161) and 49% boys (n = 160) at a mean age of 12.22 years (SD = 1.07), were sampled from German secondary schools. The Perception of Teasing Scale, the Physical Self-Efficacy Scale, and the Leipzig Lifestyle Questionnaire for Adolescents were used to assess experiences with weight-related teasing, self-efficacy, physical activity and social context variables. Results: Self-efficacy, weight teasing and social context variables were related to physical activity within the full sample (R-2 = 0.433). More frequent weight teasing was associated with decreased physical activity in boys, but not in girls. Overweight participants reported more frequent weight teasing experiences and less self-efficacy than participants of normal weight (all p < 0.001), but there was no difference in physical activity (p > 0.05). There were large correlations between self-efficacy and physical activity (r = 0.614, p < 0.01), and medium correlations for male sex and physical activity (r = 0.298, p < 0.01). Weight teasing and self-efficacy were negatively correlated (r = -0.190, p < 0.05). Conclusions: These results suggest that self-efficacy and an encouraging social context are beneficial to physical activity while weight teasing experiences are detrimental. Interventions against weight teasing in youth are needed.