Existing research leaves a gap in explaining why African American adolescents do not exhibit more anxiety and depression than other youth, at the same time that they experience more contextual risk factors. The current study examined the roles of social support as well as possible mediators self-esteem and ethnic identity (sense of belonging to one's ethnic group) in reducing internalizing symptoms in 227 African American adolescents (mean age = 12.55). Structural equation models indicated that self-esteem and ethnic identity partially mediated the relation between social support and depression. For depression, ethnic identity accounted for more of the social support effect for males, whereas self-esteem had more impact for females. The mediation model for anxiety was supported in females, with self-esteem more important than ethnic identity. The results suggest that ethnic identity and self-esteem function as important links in how social support reduces internalizing symptoms in African American youth.