Problematic behaviour during adolescence may occur within the framework of a normal development, single or an accumulation of problematic behaviour may be a sign for an established or a developing mental illness. In this study the aim was to examine how often these problematic behaviours occur and how they are associated with the self-reported psychological stress. In an epidemiological survey in the form of a questionnaire in the Lugano area (canton Ticino), 233 students (mean age = 14.47 years, standard deviation = 0.58, 58% female) were screened. In addition to collecting data on the prevalence of various problematic behaviours (self-injury (5.6%), usage of computer (6.9%) and TV (7.4), consumption of tobacco (21.5%), alcohol (5.6%) and cannabis (13.3%), delinquency (battery without weapon, 14.2%) and truancy (5.2%)), the exposure of the students to psychological stress was established by means of the SDQ. Relating to the frequency of problematic behaviour of adolescents it could be shown that epidemiological data in the Canton Ticino are similar to other national and international studies. It has been demonstrated that adolescents who indicate to suffer from psychological stress, also have a higher chance to practice self-injury (p = 0.034, OR = 6.19), to smoke regularly (p = 0.04, OR = 3.1), to consume Cannabis (p = 0.01, OR = 3.27), or to damage things on purpose (p = 0.01, OR = 3.27). The results show, how important it is, to identify mental diseases early and to introduce preventive measures.