The first aim of this study was to test whether immigrant adolescents are more prone to psychological and socio-cultural adaptation problems than their national Australian peers. The second aim of the study was to profile the socio-demographic factors underlying adaptation problems. The study utilised stratified surveys conducted by the New South Wales Ministry of Health during the years 2005-2008. The surveys collected information on socio-demographics, psychological problems (i.e. emotional problems), and socio-cultural problems (i.e. peer problems and conduct problems) where parents/caregivers acted as proxies to their 11-15 year old adolescents (n = 638 immigrant adolescents, n = 5054 nationals). Logistic regression analyses, taking observations’ weights into account, were used for the adaptation problems outcomes. The two groups did not differ in their psychological and socio-cultural adaptation problems. Adolescents’ sex was associated with emotional problems and conduct problems among national adolescents. In addition, mothers’ education was associated with conduct problems and household income was associated with peer problems among national adolescents. In conclusion, this study shows that immigrant adolescents do not seem maladaptive. In addition, certain socio-demographic factors play a differential role in the emergence of adaptation problems among immigrant and national adolescents.