This investigation tested a large adolescent sample (n = 14,439) for significant group differences on psychosocial concerns on the basis of intersecting identities of sexual orientation (lesbian, gay, bisexual, questioning/less certain, heterosexual), race (Whites, racial minorities), and gender (boys, girls). A significant 2-way interaction between sexual orientation and gender was identified on victimization. Boys reported higher victimization than did girls among heterosexual and questioning/less certain students. Furthermore, significant 3-way interactions between sexual orientation, race, and gender were identified for substance use and depressed/suicidal thoughts. Questioning/less certain youth generally reported the highest levels of victimization, substance abuse, and suicidal thoughts. However, results suggest that, on the basis of small effect sizes for most comparisons, significant differences should be interpreted with caution. Results indicate the need to consider the diversity of subgroups within the sexual minority youth community and that intervention efforts might be more effective if tailored to the unique needs of specific subgroups. (Contains 3 tables, 3 figures and 2 footnotes.)