Sociodemographic factors and lifestyle behaviours were evidenced as correlates of self-reported 24-hour movement behaviours in high-income settings. However, it is unclear how these relations occur in a middle-income country setting, with unique cultural and social characteristics. This study aimed to examine the association between sociodemographic, dietary, and substance use factors with accelerometer-measured 24-hour movement behaviours in Brazilian adolescents. Information on sex, age, socioeconomic status (SES), family structure, dietary behaviours, and history of substance use were collected by a questionnaire. Sleep duration, sedentary behaviour, and light- and moderate-to-vigorous physical activity (LPA and MVPA) were measured using wrist-worn accelerometers. On average, females slept more (ß = 21.09, 95%CI 13.18; 28.98), engaged in more LPA (ß = 17.60, 95%CI 8.50; 27.13), and engaged in less sedentary behaviour (ß = -16.82, 95%CI -30.01; -4.30) and MVPA (ß = -4.76, 95%CI -7.48; -1.96) than males. Age and sedentary behaviour were positively associated (ß = 8.60, 95%CI 2.53; 14.64). Unprocessed foods were positively related to LPA (ß = 2.21, 95%CI 0.55; 3.92), whereas processed foods were positively related to sedentary behaviour (ß = 3.73, 95%CI 0.03; 7.38) and inversely related to MVPA (ß = -0.89, 95%CI -1.68; -0.10). Family structure, SES, and substance use factors were not significantly associated with any 24-hour movement behaviour.Conclusions: Sex, age, and dietary behaviours, unlike SES or substance use, were associated with 24-hour movement behaviours in this sample of Brazilian adolescents and are important factors to consider in interventions, policies, and practice. What is Known: • The 24-hour movement behaviours are composed of sleep, sedentary behaviour, and physical activity and are important determinants of health. • Most adolescents do not engage in adequate levels of physical activity, sedentary behaviour, and sleep, and there is a need to better understand factors related to these behaviours. What is New: • Sex, age, and dietary behaviours were associated with the 24-hour movement behaviours. • No associations were found between socioeconomic status and substance use with the 24-hour movement behaviours.