The aim of the study was to investigate the relationships between attribution style and social, emotional and behavioural difficulties (SEBDs), and to explore differences in attribution tendencies between adolescents with and without SEBDs. In total, 72 adolescents attending a school in London were recruited; 27 were receiving support for SEBDs from the behaviour and education support team at their school and 45 were recruited from the main school population. Participants completed the Children’s Attribution Style Questionnaire and the Strengths and Difficulties Questionnaire. A multivariate analysis of variance revealed that adolescents with SEBDs had a more negative attribution style, made more stable attributions of negative events and reported fewer internal attributions of positive events than students without SEBDs. The findings highlight the importance of cognitive factors in providing a basis for interventions intending to address young people’s behaviour and cater for the heterogeneous nature of SEBDs.