Objective: The aim is to examine the relationship between exposure to violence at home and at school on the psychosocial functioning of school-going adolescents. Materials and Methods: A total of 306 adolescents (mean = 15.28 years, standard deviation = 1.04) were recruited from two schools (one government and one private) in a North Indian city. A semi-structured form elicited information on demographic and socioeconomic variables and the extent to which students were exposed to violence at home and school. Based on the students’ responses to the victimization questions at home and school, they were categorized into four groups: those who faced overt and/or covert violence at both home and school; overt and/or covert violence only at home; overt and/or covert violence only at school; and those who faced no violence (control group). The preadolescent adjustment scale (PAAS) was used to assess the student’s self-reported adjustment at home, school, and with teachers, and peers. The main outcome measure was the self-reported total score on the Strengths and Difficulties Questionnaire (SDQ). Results: Nearly one-fifth (20.3%) of the students’ total score on the SDQ was in the borderline or abnormal range. The students who had been exposed to one or more contexts of violence were significantly more likely to report higher total SDQ scores (χ² = 33.94, P = 0.0001) and show scores in the abnormal range on the subdomains of hyperactivity/inattention (χ² = 15.75, P = 0.015) and conduct problems (χ² = 27.70, P = 0.0001) on the SDQ. Stepwise multivariate linear regression analyses indicated that overall, 17.4% of the variance in the SDQ total difficulties score was explained by the total score on the index of violence score, adjustment score on the teacher subdomain of PAAS, and the age of the adolescent (F = 20.88, P = 0.0001). Conclusions: Exposure to violence in different settings plays a critical role in determining the mental health of adolescents. Professionals need to be sensitive to the issues of parenting, disciplining practices, and school connectedness with school teachers while working with adolescents.