Adolescent health risk behaviors are a public health priority given their prevalence and their associations with chronic diseases and life quality in adulthood. This study examined the heterogeneity of adolescent health risk behaviors and the associations between demographic characteristics and subgroup membership in rural western China. In fall 2015, 2805 students from rural middle schools in Sichuan Province were surveyed using the Health-Related Behavior Questionnaire for Adolescents. Latent class analysis (LCA) was used to identify subgroups of adolescents with distinct patterns of health risk behaviors. Differences in class membership related to selected demographic characteristics were examined using multinomial logistic regression analysis. A four-class model emerged: (1) high-risk group (n = 108, 4.0%), (2) high-physical-inactivity and suicide-risk group (n = 340, 12.1%), (3) moderate-risk group (n = 897, 32.0%), and (4) low-risk group (n = 1460, 52.1%). The multinomial logistic regression analysis revealed that boys and adolescents with poor parental relationships and high allowances (spending money) were significantly more likely to be in the high-risk group than the low-risk group. Adolescents in rural western China are a heterogeneous population requiring different tailored and effective interventions.