This study was designed to investigate predictors of psychological distress in secondary school boys (n =779) and girls (n = 893) in Taiwan. Participants completed anxiety and depression scales as part of a larger study. Gender, GPA, parenting practices, self-esteem, and personality/satisfaction were significantly correlated with psychological distress. Significant gender differences were found in students' psychological distress, GPA, stereotyped thinking, academic self-expectations, parental expectations, parenting practices, and mother's education level. Stepwise regressions revealed that self-esteem was the only significant predictor for boys; it accounted for 40.9% of the variance in their psychological distress. GPA, family income, self-esteem, and parenting practices were significant predictors for girls; they accounted for 42.6% of the variance in girls' psychological distress. Research recommendations and educational implications are discussed.