Aim This study presents dietary intake and physical activity in a large nationally representative sample of children and adolescents in Sweden. It also reports the study protocol for the Generation Pep Study that will be used for yearly repeated measurements. Methods A random sample of children and adolescents aged 4-17 years living in Sweden was invited to fill in a Web-based questionnaire on dietary intake and physical activity. For participants aged <12 years, the parents were asked to fill in the questionnaire together with their child. Information on socio-economic background was collected from the parents. Results A total number of 12,441 children and adolescents participated in the study (participation rate 43%). The results indicate that 13- to 17-year-olds have notably less healthy dietary intake and lower physical activity compared with younger age groups. In general, the dietary intake was most healthy among 4- to 6-year-olds. A socio-economic gradient was seen for many of the studied variables. Conclusion Participants of a high socio-economic status and younger age generally had healthier dietary intake and higher physical activity. The study provides novel national data as it includes a wide age of children and adolescents (4-17 years).