Education outside the classroom (EOtC) can be beneficial for students. The relationship between biological stress markers and sedentary behavior (SB) plus physical activity (PA) is insufficiently evaluated in school settings. This exploratory study aims to evaluate the association between students’ cortisol, plus circulating cell-free deoxyribonucleic acid (cfDNA) levels, and their SB, light PA (LPA) and moderate-to-vigorous PA (MVPA) during outdoor and indoor classes in different seasons. We assessed data from an education outside the classroom (EOtC) program (n = 48; intervention group [IG], n = 37; control group [CG], n = 11). We sampled data on 3 school-days in three seasons (fall, spring, and summer) in normal teaching indoors (CG) and outdoor lessons (IG) in the forest. SB and PA were evaluated by accelerometry, and cortisol and cfDNA levels by saliva samples. The compositional data analysis approach analyzed SB and PA. Fitted Bayesian hierarchical linear models evaluated the association between cortisol and cfDNA, and SB/LPA/MVPA. A steady decline of cortisol in the outdoor setting is associated with relatively high levels of LPA. SB and MVPA tended to exhibit a similar effect in the indoor setting. CfDNA is positively associated with a relatively high amount of SB in the IG, the same association is likely for LPA and MVPA in both groups. LPA seems to support a healthy cortisol decrease in children during outdoor lessons. The relevance of SB/PA as a composition in relation to students stress response in school should be emphasized. This study facilitates the formulation of straightforward and directed hypotheses for further research.