Many children and adolescents in Germany grow up in families with a migration background. Different cultural, religious, and linguistic backgrounds have an influence on their behavior in various ways. Health status can be affected both negatively and positively by a migration background. The aim of this study was to analyze associations between migration background and self-reported psychological problems. In addition, it was tested whether country of origin had a differential effect on the associations found. Because of its migration-specific approach, the baseline survey (2003-2006) of the nationwide German Health Interview and Examination Survey for Children and Adolescents (KiGGS) offers a solid basis for migrant-specific analyses. Self-reported mental health problems were assessed using the Strengths and Difficulties Questionnaire (SDQ), which was completed by 6,719 adolescents aged 11-17 years. Adolescents with a two-sided migration background (i.e., both parents) reported higher SDQ total difficulties scores compared with adolescents without a migration background (16.9 vs 11.5%) or those with a one-sided migration background (16.9 vs 11.3%). Adolescents with a Turkish background had higher odds (boys: OR 2.0; 95%CI 1.3-3.2; girls: OR 2.0; 95%CI 1.2-3.4) of reporting mental health problems than adolescents without a migration background. Also, girls with a migration background from Western Europe, the USA or Canada had higher odds (OR 2.2; 95%CI 1.3-3.6). In some cases, adjusting for socioeconomic status led to insignificant associations with regard to the country of origin. The findings underline the importance of migrant-specific and culture-sensitive prevention, which also takes the environment and culture-specific characteristics into account.