Objectives: To identify the main knowledge gaps and to propose research lines that will be developed within the European Union-funded ‘Healthy Lifestyle in Europe by Nutrition in Adolescence’ (HELENA) project, concerning the nutritional status, physical fitness and physical activity of adolescents in Europe. Design: Review of the currently existing literature. Results: The main gaps identified were: lack of harmonised and comparable data on food intake; lack Of understanding regarding the role of eating attitudes, food choices and food preferences; lack of harmonised and comparable data on levels and patterns of physical activity and physical fitness; lack of comparable data about obesity prevalence and body composition; lack of comparable data about micronutrient and immunological status; and lack of effective intervention methodologies for healthier lifestyles. Conclusions: The HELENA Study Group should develop, test and describe harmonised and state-of-the-art methods to assess the nutritional status and lifestyle of adolescents across Europe; develop and evaluate an intervention on eating habits and physical activity; and develop and test new healthy food products attractive for European adolescents.