Fifty-six secondary school students with and without social emotional and behavioural difficulties (SEBDs) completed self-report measures of their strengths and difficulties, self-concept and social identity, cognitive attributional style and participated in computer-based tests of risk-taking and impulsivity. Contrary to common understanding, the students with SEBDs made realistic estimations of their difficulties and were as able to make attributions as their peers without SEBDs; though they tended to attribute negative events internally significantly more often than did students without SEBDs. No differences were found between the two groups in terms of risk-taking as measured on a computer-based test. Implications of these findings for identification of and working with students with SEBDs are considered.