A theoretical framework about protective factors (models protection, controls protection, support protection) and risk factors (models risk, opportunity risk, vulnerability risk) was employed to articulate the content of 4 key contexts of adolescent life--family, peers, school, and neighborhood--in a cross-national study of problem behavior among 7th-, 8th-, and 9th-grade adolescents in the United States (n = 1,596) and the People's Republic of China (n = 1,739). Results were very similar in both samples and across genders. Measures of protection and risk in each of the 4 contexts uniquely contributed to the account of problem behavior involvement even when individual-level measures of protection and risk were controlled. Context protection was also shown to moderate individual-level risk and protection in 1 context moderated risk within that context and in other contexts. Controls protection--protection provided by rules, regulations, and expected sanctions for transgression from adults and peers--was the most important measure of context protection in all but 1 context. The family and peer contexts were the most influential in the U.S. sample, and the peer and school contexts were the most influential in the Chinese sample; the neighborhood context was least influential in both samples. (Contains 3 tables, 2 figures and 5 footnotes.)