A multisite cluster-randomized trial (by school) was conducted to examine the effects of a combined mental health literacy and dialectical behavior therapy skills program implemented by teachers on three protective factors related to social and emotional well-being. The sample of eight schools that were randomly assigned to intervention included 995 students in 40 3rd-12th grade classrooms in two Canadian cities. Student-reported measures of self-concept, coping skills, and social support were collected three times in the year (October, February, and June). Results indicated large effects for the program on all measures (g = 1.00 to 1.39). Program effectiveness did differ by city, but did not differ between elementary versus secondary schools, or by student gender, ethnicity, or disability status. The implications of the study for universal school-based mental health programming are discussed.