Background The number of overweight children is increasing at an alarming rate. This issue requires effective action plans, as childhood obesity has become a problem in which addressing environmental factors is decisive. Significant differences have also been shown in lifestyle habits that determine overweight based on sex. This study therefore aimed to examine these risk factors according to sex. Methods The sample included first‐year high school students from Murcia, Spain. Information was collected through the “Questionnaire on Healthy Habits in Adolescents,” validated for this age range, and the weight, height, and waist circumference of the participants were obtained. Data were analyzed through partial least squares structural equation modeling to determine which modifiable risk factors promoted the appearance of excess weight and in what magnitude. Results A total of 421 students participated in the study, and 40.6% of overweight patients were detected according to their body mass index. No differences were found between the sexes and weights. The environment and the use of new technologies that do not involve sitting were significant only in girls (P < 0.05). Conversely, physical activity was significantly higher in boys (P < 0.05). Dietary factors and sedentary activities did not differ according to sex. Conclusions The social and school environment, the use of new technologies (for girls), and physical activity (for boys) condition nutritional status. Identifying gender disparities in behaviors that involve health should be a priority for new prevention programs. Targeting young people's health from a gender perspective has considerable potential to reduce overweight problems in adulthood.