Health-related behaviors during adolescence have lifelong impacts. However, there are unclear areas regarding the associations between health-related quality of life and demographic characteristics, as well as physical and psychosocial indicators. The aim of this study was to examine the associations between quality of life and body weight, sleep outcome, social support by age, and cohabitants, given that income, self-esteem, lifestyle, emotional, social and behavioral problems were taken into account among adolescents in East and Southeast Asia. A cross-sectional survey was conducted in Zhengzhou of China, Hong Kong, Kansai region of Japan, Taipei of Taiwan, Bangkok of Thailand and Manila of the Philippines between 2016 and 2017 among 21,359 urban adolescents aged between 9 and 16. The results showed that adolescents who had better self-esteem and control of emotions and behaviors had much higher level of perceived quality of life. Those who were overweight or obese, sleepy in the daytime, and not living with parents had worse quality of life compared with those who were not. In conclusion, psychosocial well-being should have a higher priority in the promotion of quality of life among Asian adolescents. Nevertheless, further studies are required to explore the differences in perceived quality of life between genders and countries.