This study examines risk and protective factors for delinquent, diverted, and high-risk adolescent girls to inform the development of effective mental health prevention and intervention programs. Delinquent, diverted, and high-risk adolescent girls (N = 159) involved or at risk of involvement with the juvenile justice system, who were receiving home-based or community-based open or closed residential services, completed a written, self-administered, structured questionnaire. A majority of the girls reported moderate to severe depression, but only about one-third hod received mental health specialty services. Girls in the community-based closed residential settings had significantly higher levels of depression, experienced more negative life events, reported more sexual abuse, more often had special education status, were more likely to come from families who received welfare, had more disruptions in living situations, exhibited more delinquent behavior, and used more negative coping behaviors than did girls in the other programs.