This study investigates the protective mental health function of high emotional intelligence (EI), and cognitive skills (CS) among Ghanaian adolescents when exposed to stressful life-events and violence. It examines, first, how exposure to stressful life-events and violent experiences is associated with mental health, indicated by depressive and psychological distress symptoms, and, second, whether EI and CS could serve as possible moderators between stress, violence and mental health problems. Participants were 415 Ghanaian secondary education students. They reported about their depressive symptoms (Bireleson), psychological distress (Strength and Difficult Questionnaire, SDQ), and emotional intelligence (Trait Emotional Intelligence Question-naire, TEIQue), cognitive skills (The Amsterdam Executive Function Inventory). They also reported their stressful life-events and violent experiences. Statistical analyses were conducted using structural equation modeling (SEM). As hypothesized, high level of stressful life events were associated with high levels of depressive symptoms and psychological distress. Yet violent experiences did not associate with mental health problems. Against hypothesis, high levels of EI and CS could not protect adolescents mental health from negative effects of stressful life events or violent experiences. A direct effects were found between low level of EI and CS and high level of mental health problems. The results are discussed in relations to psychological and cultural factors present in EI and CS in adolescence.