The COVID-19 pandemic may have increased interpersonal and intimate violence, harmful use of alcohol and other drugs (AODs), and mental health problems. This study uses a valid path model to describe relationships between these conditions of young Mexicans during the second year of the pandemic. A sample of 7420 Mexicans ages 18 to 24—two-thirds of whom are women—completed the Life Events Checklist, the Alcohol, Smoking, and Substance Involvement Screening Test, the Major Depressive Episode Checklist, the Generalized Anxiety Scale, and the Post-traumatic Stress Disorder (PTSD) Checklist. Young Mexicans reported higher rates of victimization and perpetration of interpersonal and intimate violence and mental health symptomatology than those noted pre- and in the first year of the pandemic. The harmful use of AOD rates were similar to those reported by adolescents before. The findings suggest asymmetric victimization and perpetration of intimate violence by gender (with women at a higher risk). More men than women have engaged in the harmful use of AODs (except for sedatives, which more women abuse). More women than men were at risk of all mental health conditions. The path model indicates that being a victim of intimate violence predicts the harmful use of tobacco, alcohol, cocaine, and sedatives, depression, anxiety, and specific PTSD symptoms (such as re-experimentation and avoidance symptoms). Being a victim of interpersonal violence resulted in severe PTSD symptoms (including avoidance, negative alterations in cognition-mood, and hyperarousal signs). The harmful use of sedatives predicted depressive symptoms. Men’s victimizing intimate violence model contrasted with that of women, which included being the victim of interpersonal violence and severe PTSD symptoms. The high school youth model had three paths: victimizing intimate violence, victimizing interpersonal abuse, and sedative use, which predicted depression. Our findings could serve as the basis for future studies exploring the mechanisms that predict violence to develop cost-effective preventive programs and public policies and to address mental health conditions during community emergencies.