ABSTRACT Objective: To analyze the association between participation and physical activity during Physical Education classes with health outcomes in Brazilian students. Methods: 681 Brazilian students (50.5% female) aged 10 to 17 years participated in this cross-sectional study. Independent variables analyzed were participation and physical activity during Physical Education classes, both assessed using a self-report questionnaire. The outcomes were: cardiorespiratory fitness (20-meter Shuttle Run test), muscle strength (Push-up test), overweight and obesity (body mass index) and high blood pressure. Statistical analysis was conducted by Poisson regression to estimate the prevalence ratio (PR) and 95% confidence intervals (95%CI) adjusted for confounding variables (age, sex, parental education, physical activity and sedentary behavior), considering the complex sample design. Results: Participation in Physical Education classes was not associated with any of the studied variables. Being active during Physical Education classes was associated with achieving health related criteria for cardiorespiratory fitness (PR=1.34, 95%CI 1.16-1.55) and muscle strength (PR=1.36, 95%CI 1.09-1.71). The same did not occur for overweight (PR=1.04, 95%CI 0.95-1.14), obesity (PR=1.02, 95%CI 0.91-1.05), or high blood pressure (PR=0.98, 95%CI 0.90-1.06). Conclusions: Students who reported being active during classes presented a higher likelihood to achieve the health criteria for cardiorespiratory fitness and muscle strength. However, classes traditionally offered in Brazil do not protect students from overweight, obesity, or high blood pressure.