Background: Little research exists examining the impact of multiple minority identities, particularly sexual orientation, race/ethnicity, and sex on health-risk behaviors like mental health, substance use, violence, and sexual risk among high school students in the United States. In this study, we use a nationally representative dataset to examine differences between non-Hispanic white heterosexuals (HSs) and non-Hispanic white sexual minority, black HS, black sexual minority, Hispanic HS, and Hispanic sexual minority students. Methods: Data from the 2015 wave of the Youth Risk Behavioral Surveillance System were used in this study. Chi-square and hierarchical logistic regression models examined differences between the groups on outcomes including: (1) mental health and suicide, (2) alcohol, tobacco, and illicit substances, (3) sexual risk and protective factors, and (4) school and physical and/or sexual violence. Results: Whereas sexual minority youth (SMY) generally demonstrate poorer health outcomes compared to HSs, SMY who are also racial/ethnic minorities often have even poorer health outcomes, particularly relating to substance use, sexual risk behaviors, physical/sexual violence, and suicide. Conclusions: The need for culturally tailored education and school-based interventions that consider intersections between race/ethnicity, sexual identity, and biological sex are warranted to address health disparities related to mental health and suicide, substance use, sexual risk, and violence.