Adolescence is a critical stage of development and has an important influence on energy balance-related behaviours (EBRBs). When adolescents are associated with obesity it can lead to increased cardiometabolic risk. Here we assess if EBRBs adopted by adolescents included in a subsample are associated with markers of total and abdominal adiposity in a multicentre European study, Healthy Lifestyle in Europe by Nutrition in Adolescence (HELENA-CSS) and a Brazilian study, Brazilian Cardiovascular Adolescent Health (BRACAH study), and whether sleep duration influence the association between skipping breakfast, physical activity and sedentary behaviours, with total and abdominal obesity (AO). Multilevel linear regression models using fixed and random intercepts were used to analyse the association between markers of obesity and EBRBs. Skipping breakfast was the prevalent behaviour in association with obesity among European and Brazilian boys besides European girls, even after stratification by sleep time. Moreover, European boys who slept properly and skipped breakfast had an increased waist circumference (WC), while body mass index (BMI) increased in Brazilian boys. Among Brazilian boys less sleep was protective for total obesity (β = -0.93 kg/m2; 95% CI: -1.80; -0.07). European girls when they were more sedentary, showed an increase in WC, especially for those who reported they slept adequately. Skipping breakfast was associated with total and AO in adolescents independent of sleep duration.