The association between community violence and mental health has been studied by reports of individual experiences, particularly in adolescents and youths, but little is known about the effect of living in disordered and violent communities. This study aims to determine the possible relation between living in disordered and violent community environments and psychological distress in Mexican adolescents and youths regardless of their individual experience of victimization and to assess the potential modifying effect of sex and age on this association. Data come from a cross-sectional survey with a representative sample of adolescents and youths living in Mexican municipalities, including 39,639 participants aged from 12 to 29 years. Disordered and violent community environments were assessed using reports from a secondary sample of adults who lived in the same communities as participants. Using exploratory factor analysis, three contextual variables related to disordered and violent community environment were created: social disorder, vandalism, and criminality. Multilevel linear regression models with random intercept were estimated. Adolescents and youths who lived in environments with higher social disorder had more psychological distress. Men in environments with greater vandalism had a higher level of psychological distress. Unexpectedly, women from communities with higher levels of crime had fewer symptoms. It is necessary to address the violence that exists in these communities, creating strategies that reduce not only crime, but also the social disorder and vandalism that could contribute to developing negative effects on mental health.