A healthy lifestyle, including food habits, physical activity (PA) and screen time (ST), is an important factor for well-being. The main purpose of this study was to analyze the association between lifestyle (i.e., PA, ST and food habits), self-esteem and health-related quality of life (HRQoL). A second objective was to determine the association between self-esteem with HRQoL, considering the mediating effect of lifestyle. A descriptive and cross-sectional study was performed, involving both girls (n = 282, 11.86 +/- 0.82 years) and boys (n = 352, 12.02 +/- 0.87 years). Lifestyle, self-esteem, HRQoL and anthropometrics parameters were evaluated. The study reported that self-esteem (beta; 0.04, P = 0.49) and PA (beta; 1.15, P < 0.001) had positive association with HRQoL. By contrast,ST was linked in an inverse way to HRQoL (beta; -1.82,, P < 0.001). According to the second objective, self-esteem had a significant association with HRQoL (total effect = 0.48, p < 0.01), and ST mediated this association negatively, instead, PA and food habits positively mediated this association. In conclusion, self-esteem presented association with HRQoL and lifestyle mediates this relationship positively (PA, MD adherence) and negatively (ST). Therefore, promoting healthy lifestyle among children should be a target of community- and school-based interventions to promote well-being.