Parental behavior is one of the most influential factors on the development of adolescent externalizing and internalizing behavior problems. These behavioral problems are closely related and often co-occur. The objectives of this work were: (i) to identify adolescents profiles according to their behavior problems; (ii) to explore individual, family, and social characteristics associated with these profiles; and (iii) to analyze the potential role of parenting styles in belonging to adolescents’ profiles. A total of 449 Spanish adolescents (223 from families declared at-risk and enrolled in Child Welfare Services and 226 from families from the general population) participated in this study. The analyses revealed three profiles of adolescents based on external and internal behavior problems (adjusted, external maladjustment, and internal maladjustment). Parenting styles explained the adolescents’ belonging to different profiles, in which the indulgent style was the most favorable in general terms. The distinctive role of parenting styles on two types of maladjustment profiles was confirmed. The relationship between parenting styles and adolescent adjustment is a key component that should be included in interventions according to adolescents’ behavior problem profiles. Furthermore, the results shed light on the need that family interventions are complemented with individualized interventions with adolescents that accumulate stressful life events.