This study explored the relationships between sex, socio‐economic status, social support, social network, dental clinical status, dental pain, oral health‐related quality of life (OHRQoL), and self‐rated oral health (SROH) in adolescents. A cross‐sectional study involving 542 adolescents, aged 12–14 yr, was conducted in Dourados, Brazil, to collect dental clinical measures (dental caries, missing teeth, and dental trauma), as well as measures of social support, social network, dental pain, OHRQoL, and SROH. Information on family income and parental education were collected from participant's parents. Structural equation modeling showed that higher income predicted better dental status and better SROH. Greater social support was linked to better dental status and better OHRQoL. Having more social networks was directly linked to better dental status. Poor dental status was linked to dental pain and poor OHRQoL. Dental pain predicted poor OHRQoL and worse SROH. Poor OHRQoL predicted worse SROH. Family income, social support, and social networks indirectly predicted dental pain via dental status. The latter was indirectly linked to OHRQoL and SROH via dental pain. Social support and social networks indirectly predicted OHRQoL and SROH via dental status and dental pain. Socio‐economic factors and social relationships should be considered when planning health promotion and dental care provision to improve an adolescent's oral health.