Based on the theoretical framework of risk and resilience model and a dual-factor model of mental health, the multiple mediating effects of social problem solving and coping efficacy on the associations between cumulative risk (CR) and adolescents’ mental health was tested. Self-report scales of CR, social problem solving, coping efficacy, anxiety/depression, and life satisfaction were administered to 675 (Grades 10 and 11; 57.9% girls) Chinese adolescents.