Background: Adolescent risk behaviors are of concern because they are dangerous in themselves and have negative influences on adult health. Objectives: This study explored six health risk behaviors of a sample representing the adolescent population in Jeju. Methods: Frequency and percentage of risk behaviors were calculated. Additionally, the chi-square test was used to explore whether differences in experimentation with risk behaviors exist relative to gender and schooling levels. Results: There were six major findings in this study: (a) a lower rate of lifetime and current cigarette use among female students compared to male students, (b) a substantial portion of heavy drinkers, (c) a higher rate of lifetime drug use among female students than among male students, (d) a higher prevalence of suicide ideation among female students than among male students, (e) substantial percentages of students who did not usually wear seatbelts, motorcycle helmets, or bicycle helmets, and (f) a substantial portion of students who were not involved in vigorous physical activities. Conclusions: Since a substantial portion of adolescents have been involved with diverse risk behaviors, it is urgent to implement effective intervention strategies to reduce the rates of these behaviors.