This study examined relationships between violence exposure, other stressors, family support, and self-concept on self-reported behavioral problems among 320 urban adolescents (aged 11-18) referred for mental health treatment. Overall, participants reported high levels of violence exposure, with a median of six past encounters with violence as a witness, victim, or through the experiences of associates. All forms of violence exposure (witnessing, being a victim, knowing of victims) were correlated with internalizing and externalizing behavioral problems for males and females. Total violence exposure predicted behavioral problems among participants, even after controlling for the effects of other risk, demographic and protective factors. Family support and self-concept moderated the influence of life stress and cumulative risk on problem behavior outcomes, but these protective variables did not significantly moderate violence exposure.