Objective. Following recent literature which stresses the importance of broadening the conceptualization of mental functioning in youth, this paper aims to investigate structural relations between indicators of anxiety, depressive symptoms, and psychological resources in non-referred Italian adolescents, as captured by the Strengths and Difficulties Questionnaire (SDQ; Goodman 2001 ), the Spence Children’s Anxiety Scale (SCAS; Spence 1998 ) and the Children Depression Inventory (CDI; Kovacs 1992 ). Methods. A hierarchical model which considers both the interplays and overlaps between these instruments is tested by means of Confirmatory Factor Analysis, in order to explore the possibility to use the three tools within a meaningful screening battery. First, validity and reliability of SDQ, SCAS, and CDI is successfully controlled thanks to three appropriate preliminary studies, an evidence not already acquired in the Italian context for the adolescent population. Then, the focal study devises and tests a model that merges indicators of the SDQ, SCAS, and CDI scales into four correlated factors, that is, Psychological Resources, Externalized behavior problems, Internalized Fear and Internalized Anxious Misery. Conclusions. Overall, findings corroborate the combined use of SDQ, SCAS, and CDI as a screening battery for the assessment of mental functioning in youth adopting a dimensional rather than a categorical approach.