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Deviant behaviour and victimization at school have been consistently related to poor psychological adjustment in adolescents. This research explores the mediating role that parents and teachers have in adolescent psychological distress in 973 Spanish students aged 11–16 years old. Structural equation analyses results showed that adolescent deviant behaviour and victimization were positively related to psychological distress as seen by the total effects. However, while victimization was directly related to psychological distress, the association of deviant behaviour and psychological distress was mediated by adolescent–parent communication and adolescent–teacher relationships. Multigroup analyses showed that relationships among variables were not significantly different for groups of age and gender.