This study was conducted toward the objective of analyzing certain factors that influence physical activity in Spanish adolescent students using self-determination theory (Deci & Ryan, 1985; 2000) as a framework. Participants included 698 physical education students whose perception of the autonomy support provided by their teachers was assessed in and out of the class context. Also assessed were social goals of responsibility and relationship with others, basic psychological needs, and intrinsic motivation, which is part of self-determination theory (SDT). Finally, the “intention” factor posited by the theory of planned behavior (TPB) and students’ rate of exercise in the last twelve months were considered. The results of structural equations modeling suggest autonomy education, autonomy support, and social goals positively predicted certain psychological mediators, which in turn positively predicted students’ intrinsic motivation, which was a positive predictor of intention, and that of rate of exercise. The results also highlight the benefit of promoting autonomy to enhance students’ physical exercise practice.