This study examined whether the impact of contextual-level socioeconomic disadvantage on adolescent mental health is contingent upon individual-level perceptions of social support. Data are from the National Longitudinal Study of Adolescent Health (Add Health), a panel survey of a nationally representative United States sample (analytic N = 18,417) of students in 7th through 12th grade. Effects of social support and social context on both internalizing problems (depressive symptoms) and externalizing problems (minor delinquency and violent behavior) are analyzed. Contextual-level socioeconomic disadvantage is positively associated with depressive symptoms, negatively associated with minor delinquency, and not directly associated with violent behavior. High perceived support from family, friends, and other adults offsets poor mental health, but is most protective in areas of low socioeconomic disadvantage. The mental health benefits of perceived social support are dampened in socioeconomically disadvantaged areas, compared to advantaged areas. Results suggest that interventions targeting only individual- or family-level processes within disadvantaged contexts may be inadequate at stemming psychological distress among adolescents.