ABSTRACT High rates of negative behavioral health outcomes among sexually diverse (SD) youth are consistently documented, but population-level trends obscure within-group differences. Social dynamics intersect in youths’ lives in ways that cannot be accounted for by summing their independent effects. An intersectional perspective is essential to understanding the behavioral health outcomes of SD youth. We performed multigroup structural equation modeling using an SD subset of New Mexico Youth Risk and Resiliency Survey (N = 10,037) respondents to examine the moderating role of supportive adult relationships for lesbian, gay, and bisexual youth across 12 intersecting (sexual orientation by race/ethnicity by sex) identity categories. Standardized estimates show that supportive relationships are associated with moderate reductions in psychological distress among lesbians (β = –0.459 for Native, β = –0.303 for Hispanic, and β = –0.421 for white) and female bisexual youth (β = –0.352 for Native, β = –0.376 for Hispanic, and β = –0.393 for white). Among male youth, supportive relationships are associated with reduced likelihood of substance use for gay (β = –0.330 for Native, β = –0.464 for Latinx and β = –0.591 for white) and bisexual youth (β = –0.442 for Native, β = –0.306 for Latinx and β = –0.290 for white). This study challenges monolithic characterizations of SD youth, illustrating that the health-promotive benefits of support differ based on sexual orientation, race/ethnicity, and sex.