Emotional competencies as well as secure attachment relationships with peers are protective factors that facilitate psychological adjustment among adolescents. In this study, we will analyse how these socio-emotional factors influence adolescents’ emotional symptoms, conduct problems and peer problems. The participants were 815 Spanish adolescents aged 12–17 years (M = 13.69; SD = 1.21) who completed the Strengths and Difficulties Questionnaire (SDQ), the Parent and Peer Attachment Inventory (IPPA) and the Emotional Skills and Competence Questionnaire (ESCQ). Besides descriptive analyses, such as Pearson’s bivariate correlations, two different methodologies were combined to predict adolescent adjustment: structural equation modelling (SEM) and fuzzy set qualitative comparative analysis (fsQCA). The results show that secure attachment with peers and high emotional competence predict better psychological adjustment (low levels of emotional symptoms, conduct problems and peer problems), while insecure peer attachment and low emotional competence predict maladjustment. These results emphasise the role of socio-emotional variables in the promotion of psychological adjustment in adolescence through the implementation of emotional education programs.