This study aimed to determine which of four selected physical fitness variables, would be most associated with blood pressure changes (systolic and diastolic) in a large sample of adolescents. This was a descriptive and cross-sectional, epidemiological study of 1,117 adolescents aged 14–19 years from southern Brazil. Systolic and diastolic blood pressure were measured by a digital pressure device, and the selected physical fitness variables were body composition (body mass index), flexibility (sit-and-reach test), muscle strength/resistance (manual dynamometer), and aerobic fitness (Modified Canadian Aerobic Fitness Test). Simple and multiple linear regression analyses revealed that aerobic fitness and muscle strength/resistance best explained variations in systolic blood pressure for boys (17.3% and 7.4% of variance) and girls (7.4% of variance). Aerobic fitness, body composition, and muscle strength/resistance are all important indicators of blood pressure control, but aerobic fitness was a stronger predictor of systolic blood pressure in boys and of diastolic blood pressure in both sexes.