Background and Objective Bone density reaches its peak in the mid-20s and manifests as osteoporosis and osteopenia with aging. Bone density is affected by body mass index, muscle mass, nutritional calcium and vitamin D, as well as lifestyle, type and duration of physical activity, and level of physical strength. The purpose of this study was to investigate the difference in diet and bone density according to physical activity level in growing male and female adolescents. Material and Methods This study involved 646 male and 581 female adolescents using data from the Korea National Health and Nutrition Examination in 2009-2011. The measurement of bone density consisted of dual-energy X-ray absorptiometry, and was classified into low-, middle-, and high-density groups at different ages based on total bone mineral density. The Korean version of the International Physical Activity Questionnaire by the World Health Organization was used to measure physical activity level, and a survey regarding strength, exercise, and stretching was conducted. In the nutritional survey, data from a 24-hour recall were analyzed. One-way analysis of variance and chi-square tests were conducted to examine the presence and significance of any differences. Results Even though there was no difference among groups in both males and females, there was a significant difference in weight (p<0.05). There was no significant difference among groups by nutritional intake in female adolescents (p>0.05). In males, the high-density group showed significantly higher intake of calories (p=0.032), protein (p=0.015), calcium (p=0.043), and phosphorus (p=0.013) compared with the low group. There was a significant difference in bone density related to physical activity level. In the low and high bone density groups, the proportion of strength exercises increased to more than 3 times a week was 18.1% and 27.2%, respectively in males (p=0.046), and was 1.0% and 6.1% respectively in females (p=0.014). The proportion of high-intensity exercise 6-7 times a week also showed a significant difference as the low, middle, and high bone density groups showed 5.1%, 5.5%, and 14.1%, respectively (p<0.001). Conclusion Among adolescents, bone density in females was affected by strength exercise, and bone density in males was affected by physical activity level and nutrition, showing a clearer tendency in the males. Particularly, regarding physical activity level, high intensity and strength exercise had more positive effects.