The purpose of this study was to identify the relevance of a set of risk factors for insulin resistance in adolescents from Europe and to consider their possible gender-specific associations. The Healthy Lifestyle in Europe by Nutrition in Adolescence Cross-Sectional Study (HELENA-CSS) was conducted in 1053 European adolescents (mean age, 14.9 years) in a school setting in 9 countries. Three anthropometric markers of body fat and a dietary index were calculated. Total energy intake was estimated from a questionnaire. C-reactive protein, leptin, and vitamin D were assessed, and physical activity, cardiorespiratory fitness, and muscular strength were measured. Center, socioeconomic status, pubertal status, and season were used as potential confounders. The main outcome was the homeostasis model assessment used as a marker of insulin resistance. Correlations, analyses of covariance, and logistic regression models were used. In males, leptin was the only risk factor for insulin resistance after adjusting for confounders including markers of body fat (odds ratios (ORs) from 1.49 to 1.60). In females, leptin, vitamin D, and fitness were the remaining independent risk factors for insulin resistance after adjustments (OR 2.11; 95% confidential interval (CI) 1.29-3.45; OR 0.50, 95% CI 0.31-0.80; and OR 0.54, 95% CI 0.33-0.87, respectively). Our observations suggest a gender dimorphism in the identification of risk factors for high insulin resistance. Preventive strategies should focus on improving modifiable factors such as cardiorespiratory fitness and on ensuring vitamin D sufficiency. Randomized controlled trials focusing on these strategies are necessary to test their efficacy.