Declining adolescent mental health is a significant public health concern during the COVID-19 pandemic. Social distancing and stay-at-home orders have led to missed social connections with peers and adults outside households, and this has increased the risk of mental health problems in children and adolescents, particularly those with adverse childhood experiences (ACEs). Studies have shown that strong interpersonal support improves adolescent mental health. We examined the association between ACEs and poor mental health (including stress, anxiety, and depression) and how the presence of interpersonal support from caring adults and friends and school connectedness can mitigate this relationship among adolescents in Arizona. This study analyzed data from the 2021 Arizona Youth Risk Behavior Survey (YRBS; n = 1181), a population-based survey conducted biennially across the United States. The Arizona sample included high school students in grades 9–12 who were enrolled in public and charter schools. This study revealed that nearly three of four adolescents experienced an ACE, and one of five experienced ≥4 ACEs. Compared with adolescents who experienced zero ACEs, those with ≥4 ACEs experienced less interpersonal support from caring adults, friends, and school and more frequently reported poor mental health and suicidal thoughts. However, adolescents with interpersonal support consistently reported lower rates of mental health issues, even with exposure to multiple ACEs. Post-pandemic programs to improve social relationships with adults, peers, and schools are critical, especially for adolescents with multiple adversities.