Certain dietary and physical activity (PA) behaviors may differentially predispose male and female adolescents to obesity and diabetes; however, sex differences in dietary and PA behaviors and in factors that impact these behaviors (e.g., self-efficacy, social support) in this population remain unknown. Using data from a community-based adolescent diabetes prevention intervention conducted in East Harlem in New York City, we examined sex differences in baseline characteristics including clinical measurements, lifestyle behaviors, and behavioral determinants. Among 147 overweight/obese adolescents aged 13–19 years, 61.9% were girls, 69.7% were of Hispanic ethnicity, 24.8% were non-Hispanic Black, and 60.5% were diagnosed with prediabetes. Boys had higher metabolic risk scores than girls (3.8 vs. 3.3, p = 0.002) despite girls reporting more perceived barriers to healthy eating and PA. Boys reported doing more moderate to vigorous PA but also had more sedentary behaviors than girls. Boys reported higher self-efficacy and more peer support for PA. Girls reported more depressive symptoms and were more likely to compare their body images to those in magazines/social media. Overall, among a sample of urban adolescents with high metabolic risk, we found significant sex differences in many dietary and PA behaviors and related factors, which could be used to inform tailored strategies for weight management to reduce cardiometabolic risk among youth from similar high-risk populations.