This study examined the associations among self-esteem, depression, physical self-concept, and body satisfaction among 1022 middle school students who were in the FITNESSGRAM Healthy Fitness Zone (HFZ) compared to those in the Needs Improvement Zone (NIZ) for body composition and cardiorespiratory fitness. After controlling for socioeconomic status (SES), participants in the body composition HFZ reported higher levels of self-esteem and body satisfaction and rated themselves as being more flexible and having greater endurance than those in the NIZ. After controlling for SES, girls in the cardiorespiratory HFZ had higher levels of self-esteem and body satisfaction and rated themselves as stronger having greater endurance, and having lower levels of depression than those in the NIZ. Similarly, boys in the cardiorespiratory HFZ reported having greater endurance and being stronger and more satisfied with their bodies than boys in the NIZ. The findings have implications for promoting healthy school environments.