Stress as an emotional response with adaptive function can obstruct both academic performance and psychosocial and physiological functioning when it is recurrent, persistent, and intense. Individual characteristics and regular physical activity produce differences in ways of coping with pressure situations, stressing the necessity of teenagers handling them in an effective way for their psychological adjustment and well-being. The purpose of this investigation was to identify how the frequency of physical activity and the influence of certain personality traits (perfectionism and perseverance) moderate stress. The sample was composed of 127 teenage students; tests were administered to measure perfectionism, perseverance, perceived stress, including an ad hoc sociodemographic questionnaire. The results show that particular conditions/skills have a moderating effect on stress perception in students with perfectionist maladaptive tendencies. Training in perseverance allows students to develop resources for handling stress, making it possible to achieve personal standards as well as adapt to one’s context.