This study presents the findings of a questionnaire-based investigation of knowledge about the relationship of physical activity to health among adolescent participants of a community-based physical activity intervention program in São Paulo, Brazil. Qualitative (inductive content analysis) and quantitative methods were applied to examine the participants' responses to two open-ended questions concerning the health benefits of physical activity and the educational goals of the intervention. More than 75% of all participants stated that health benefits (of some type) are attained through participation in physical activity. More than 50% of participants reported that the goal of the intervention was to educate people about the importance of a healthy, active lifestyle. Adolescents understand the relationship of physical activity to health as reflected in their knowledge assessments; their lifestyle choices support these beliefs. These findings offer encouragement for the development and implementation of educationally oriented interventions aimed at providing physical activity information and programming.