School connectedness may offset mental health risks associated with childhood adversity. The present study examined the potential protective effects of school connectedness against childhood adversity when predicting adolescent mental health outcomes in 9,964 individuals (51% female, 81% white) from the Millennium Cohort Study. Structural equation models were fitted to examine the longitudinal relationships between childhood adversity, school connectedness, and adolescent mental health. Childhood adversity was a risk factor, predicting greater internalizing and externalizing problems and lower levels of positive mental health. School connectedness was a promotive factor as it predicted fewer mental health problems and greater positive mental health. Furthermore, school connectedness at age 11 was protective against childhood adversity when predicting internalizing and externalizing problems at age 14. That is, students with a history of adversity who felt more connected to school were less likely to exhibit internalizing and externalizing symptoms than those who felt less connected to school. Only school connectedness at age 11 was protective against childhood adversity, indicating that feeling connected to school at younger ages may disrupt processes linking childhood adversity to adolescent mental health. Schools should foster students' feelings of connectedness to protect vulnerable individuals and benefit all pupils' mental health.