Self-consciousness is considered as a multifaceted and hierarchical construct that includes self-evaluation, self-experience, and self-control. This study assumes that self-consciousness is a preventative factor of internalizing and externalizing problems among Chinese adolescents. 1202 Chinese adolescents from grade 7 to grade 12 participated in this study by completing a battery of questionnaires that assessed self-consciousness and internalizing/externalizing problems. The results showed that, after controlling demographic variables, some lower-order factors (i.e., sense of satisfaction, sense of anxiety, social self, self-restraint, self-esteem, and self-monitoring) and higher-order subscales (i.e., self-evaluation and self-experience) of self-consciousness significantly predicted internalizing problems, while externalizing problems were predicted by several lower-order factors (i.e., self-restraint, sense of satisfaction, and self-monitoring) and higher-order subscales (i.e., self-control and self-experience). In conclusion, this study demonstrates that Chinese adolescents’ internalizing and externalizing problems are related with different aspects of self-consciousness, which sheds light on the prevention into adolescents’ problem behaviors.