Cardiovascular diseases are the leading cause of mortality worldwide. These diseases originate in childhood, and a better understanding of their early determinants and risk factors would allow better prevention. The BELINDA (BEtter LIfe by Nutrition During Adulthood) study is a 10–14-year follow-up of the HEalthy Lifestyle in Europe by Nutrition in Adolescence study (the HELENA study, a European cross-sectional study in adolescents). The study aims to evaluate cardiovascular risk using the PDAY (Pathobiological Determinants of Atherosclerosis in Youth) risk score during young adulthood (21–32 years), and to examine the impact of risk factors identified during adolescence (12.5–17.5 years). Our secondary objective is to compare the characteristics of the BELINDA study population with the HELENA population not participating in the follow-up study. The HELENA study recruited 3528 adolescents during 2006–2007 and reassessed 232 of them 10–14 years later as young adults. We assessed clinical status, anthropometry, nutrition, physical activity (including sedentary behavior), physical fitness, and mental health parameters, and collected biological samples (blood, stool, and hair). Dietary intake, and physical activity and fitness data were also collected. A multivariable linear regression model will be used for the analysis of the primary outcome. A Chi-square and T-test were conducted for the comparison of the descriptive data (gender, age, weight, height, body mass index (BMI), and maternal school level) between participating and non-participating BELINDA adolescents. When comparing the 1327 eligible subjects with the 232 included in the BELINDA study, no significant differences regarding gender (p = 0.72), age (p = 0.60), height (p = 0.11), and weight (p = 0.083) at adolescence were found. However, the participating population had a lower BMI (20.4 ± 3.1 kg/m2 versus 21.2 ± 3.6 kg/m2; p < 0.001) and a higher maternal educational level (46.8% high school or university level versus 38.6%; p = 0.027) than the HELENA population who did not participate in the BELINDA study. The complete phenotyping obtained at adolescence through the HELENA study is a unique opportunity to identify adolescent risk factors for cardiovascular diseases. This paper will serve as a methodological basis for future analysis of this study.