The current study investigates the protective influences of family involvement (i.e., parental monitoring, communication, closeness, and family proximity) and sexual self-efficacy on the risky sexual behavior of ethnic minority (predominantly Mexican-origin) adolescents in the southwestern United States (N = 122). Results indicate that whereas sexual self-efficacy was associated with intentions to have safe sex in the next 3 months, family involvement predicted being less likely to have ever had sex and to intend to have sex in the next 3 months and fewer lifetime sexual partners, beyond the variance predicted by sexual self-efficacy. Sexual self-efficacy continues to be an important predictor of adolescent risky sexual behavior and intentions; however, family involvement (monitoring, communication, closeness, and proximity) impacts certain positive preventive behaviors above and beyond self-efficacy. Family involvement is an important factor to consider in prevention and intervention with ethnic minority adolescents. (Contains 2 tables.)