A theoretical framework about protective factors (models protection, controls protection, support protection) and risk factors (models risk, opportunity risk, vulnerability risk) was employed to articulate the content of 4 key contexts of adolescent life—family, peers, school, and neighborhood—in a cross-national study of problem behavior among 7th-, 8th-, and 9th-grade adolescents in the United States (n = 1,596) and the People's Republic of China (n = 1,739). Results were very similar in both samples and across genders. Measures of protection and risk in each of the 4 contexts uniquely contributed to the account of problem behavior involvement even when individual-level measures of protection and risk were controlled. Context protection was also shown to moderate individual-level risk and protection in 1 context moderated risk within that context and in other contexts. Controls protection—protection provided by rules, regulations, and expected sanctions for transgression from adults and peers—was the most important measure of context protection in all but 1 context. The family and peer contexts were the most influential in the U.S. sample, and the peer and school contexts were the most influential in the Chinese sample; the neighborhood context was least influential in both samples.