This research has tested a structural model of risk and protection factors among 1437 at-risk adolescents in Switzerland. The model was used to identify important gender and age differences. Our research shows that interactions between parents, peers, negative mood, and secure self create a range of risk factors for girls and boys, and for younger and older teens. Negative peer group was a greater risk for young girls than for young boys. Negative mood can serve as an early warning sign for boys, as can negative peer group for girls. Mood for boys was marginally associated with a substance-using peer group and with poor relationships in the family. This suggests that for boys the focus of prevention should be on family relationships and for girls on peer relationships. For older girls, secure self was the greatest protector against substance-using peers, whereas for younger boys and girls, parents continued to offer some protection. The focus on development of secure self in older girls holds promise for secondary prevention.