There are important ethical issues to be examined before launching any public health intervention, particularly when targeting vulnerable groups. The aim of this article is to identify and discuss ethical concerns that may arise when intervening for health behavior change among adolescents identified as overweight. These concerns originate from an intervention designed to capacitate adolescents to increase self-determined physical activity. Utilizing an ethical framework for prevention of overweight and obesity, we identified three ethical aspects as particularly significant: the attribution of responsibility for health behavior, liberty to choose, and the effect on the participants’ psychosocial well-being. It is discussed whether and how measures can be taken to deal with these aspects. It seems evident that the ethical aspects are mainly concerned with the vulnerability of adolescents identified as overweight. However, we claim that when individual feedback and counseling is provided, tailored interventions have a unique potential to empower adolescents to make ethically anchored decisions about their own health behavior.