The aim of this study was to verify the effects of programmed and self-selected physical activities on the physical fitness of adolescents. High school adolescents, aged between 15 and 17 years, were divided into two experimental groups: a) a self-selected physical activity group (PAS) with 55 students (aged 15.7 ± 0.7 years), who performed physical activities with self-selected rhythm at the following sports: basketball, volleyball, handball, futsal and swimming; and b) a physical fitness training group (PFT) with 53 students (aged 16.0 ± 0.7 years), who performed programmed physical fitness exercises. Both types of activity were developed during 60 min classes. To assess physical fitness the PROESP-BR protocol was used. The statistical analysis was performed by repeated measures ANOVA. The measurements of pre and post-tests showed significantly different values after PFT in: 9 minute running test, medicine ball throw, horizontal jump, abdominal endurance, running speed and flexibility. After PAS differences were detected in abdominal endurance, agility, running speed and flexibility. The intervention with programmed physical activity promoted more changes in the physical abilities; however, in the self-selected program, agility was improved probably because of the practice of sports. Therefore, physical education teachers can use PFT to improve cardiorespiratory fitness and power of lower and upper limbs and PAS to improve agility of high school adolescents.