Based on the assumption that people are driven by an innate need for relatedness, the present study explores the interrelations between students’ perceptions regarding supportive relationships, their sense of belonging at school, and academic and non-academic outcomes. More concretely, we hypothesise that students who experience high teacher support (as indicated by teacher fairness), high emotional support from parents, and low bullying in class exhibit a higher sense of school belonging, which, in turn, is positively related to life satisfaction and achievement and negatively related to school absenteeism. Differences in gender and differences concerning migration background were also explored as well as possible differences in the structural relations across groups. The results of our analysis, which is based on the PISA 2015 dataset for Austrian students, mainly confirm the hypothesised associations and also confirm the function of students’ sense of school belonging as a mediator. Regarding group differences, female students and students without a migration background tended to report higher values regarding perceived supportive relationships and school belonging. However, life satisfaction of female students was lower than that of male students. Overall, the results suggest that supportive relationships between students and their teachers, classmates, and parents should be fostered, as such supportive relationships are directly and indirectly correlated with important student outcomes.