Background: Several unhealthy behaviors are associated with psychosocial health in adolescents. Previous studies have shown that different adolescent health behaviors cluster, and, in order to understand these associations, it is important to investigate the relations between individual behaviors and psychosocial problems. Purpose: This study addressed the research question ‘Are adolescent health behaviors associated with psychosocial problems, and to what extent do certain health behaviors confound the relations between other health behaviors and psychosocial problems in adolescents?’ Methods: Self-reported questionnaire data on a broad range of health behaviors and demographics were collected from2,690 high school students in the Netherlands in September 2012. Results: After adjustment for demographic characteristics, nearly all unhealthy behaviors were found to be significantly associated with psychosocial problems. However, after correction for confounding by other behaviors, psychosocial problems were associated with fewer behaviors, namely compulsive internet use and videogame playing, smoking, cannabis use, and being bullied. These associations differed in boys and girls. Conclusions: In multibehavioral analyses adjusted for behavioral clustering, which can cause considerable interbehavioral confounding, several behaviors were associated with psychosocial problems in adolescents. This approach to behavior analysis provides a better insight into behaviors and psychosocial health, and the specific associations identified can be utilized when designing effective prevention programs, such as health-promoting school interventions.