Efforts to simultaneously address adolescent self-regulation, activity space (routine locations), and mental health represent a promising social ecological approach aimed at understanding the lives and development of urban youth. This type of examination of contextual influences on self-regulation is considered an important area of developmental research, yet one that is understudied (McCabe, Cunning ton, & Brooks-Gunn, 2004). Little is known about the self-regulatory experiences that might link specific types of locations with mental health problems, particularly with urban youth who live in areas characterized by chronic and severe stressors such as personal violence, criminal activity, and poverty. Recent research has demonstrated the "power of context" (Tolan, Gorman-Smith, Henry, Chung, & Hunt, 2002) to influence coping styles and has demonstrated that without detailed and specified knowledge of the social ecology of urban youth, measurement of critical variables and interpretation of results are likely to be misinformed (Tolan & Grant, 2009). Given the importance of understanding youth through an interactive and contextual framework (Bronfenbrenner, 1979; Szapocznik & Coatsworth, 1999), the present study examined self-regulatory experiences, specified favorite locations, and mental health with urban adolescents residing in low-resource and high-risk environments. (Contains 5 tables.)