This article assesses the relation between health risk behaviors and varying levels of exposure to violence in an effort to inform assessment and intervention efforts of a school-based mental health program serving inner-city youth. Health risk behaviors such as involvement in violence, risky sexual behavior, and substance use are clearly associated, both with each other and with violence exposure. However, differential relationships were observed depending on the nature of violence exposure. Knowledge of violence was associated with substance use and sexual behavior variables. Witnessing violence was associated with violence involvement, substance use, and exercise variables. Finally, violent victimization was associated with violence involvement and sexual behavior variables. A more complete understanding of the associations among health risk factors and violence exposure variables has the potential to improve implementation of school mental health services for urban youth.