One third of U.S. adolescents experience anxiety. As adolescents spend more time outside the family, built environmental risk factors become salient. Although resilient family protects youth from various adversities, it is unclear how effective family resilience can buffer extrafamilial risks. This study examined the moderating role of family resilience in the association between neighborhood, school, and racial discrimination risk factors on adolescent anxiety. Using multiyear data (2016–2020) from the National Survey of Children’s Health ( n = 81,809), the hierarchical logistic regression analysis suggests that neighborhood violence/safety, lack of neighborhood support, lack of school engagement, lack of school safety, and racial discrimination increased adolescent anxiety. Meanwhile, family resilience indicates both promotive and protective effects. Particularly, family resilience alleviated the positive association between lack of school engagement and adolescent anxiety. Among various built environment risk factors, family resilience was found to alleviate adolescent anxiety in the school context. Although family resilience was not found to be a panacea against all risks in neighborhood and school, adolescents experiencing anxiety due to lack of school engagement may take advantage of family resilience.