Schools are among the most important setting for preventive interventions among adolescents. There are evidence-based intervention programs for adolescents at risk for and with early signs of mental health problems but one demanding task is to detect the ones who are in need of an intervention. The aim of the present study was to analyze associations between self-esteem, depressive symptoms, and social anxiety in order to determine clinically relevant cut-points for male and female adolescents' self-esteem as measured with the Rosenberg Self-Esteem Scale (RSES). The participants of the present prospective study, started in 2002-2003, were 2070 adolescents aged 15 years (1,167 girls and 903 boys) at two study sites in Finland who participated at both baseline and 2-year follow-up. Self-esteem was related to depressive symptoms and social anxiety, and the RSES was able to discriminate between cases of depression and social phobia. The present study suggests a cutoff of 25 points to classify low self-esteem in both girls and boys. Low self-esteem may function as an indicator of various forms of internalizing psychopathology. The RSES is worth further examination as a potential screening tool for adolescents in risk of psychopathology. (Contains 4 tables and 2 figures.)