Background: Youth in military families are confronted with stressors that are "normative" (e.g., racial or ethnic minority status, non-married family structure, social isolation) and "context-specific" in relation to a parent's military career (e.g., parental deployment, school transitions, parent rank, dual military parents, living outside of the continental United States, living 30+ min from a military base). This study applied a stress process and cumulative risk lens to examine the impact of cumulative risk on military-connected youth outcomes accounting for contextual factors such as gender, age, and family. Objective: First, this study examined the relationship between cumulative risk and two outcomes, self-efficacy and depressive symptomology. Then, gender differences, developmental considerations, and the role of family were examined to determine whether any of these factors buffered or exacerbated the relationship between risk and adverse outcomes. Methods: Data were collected from military-connected youth (N = 1036) between the ages of 11 and 18. Multiple regression and moderation analyses were conducted. Results: Higher levels of cumulative risk were associated with lower levels of self-efficacy and higher levels of depressive symptomology. Few differences were found based on gender or age; however, a trend in which older youth reported higher levels of depressive symptomology than younger youth in the context of risk emerged. Turning to family as a coping resource buffered the effects of risk on self-efficacy, but this finding did not exist for depressive symptomology. Conclusion: Youth who are able to turn to their family when they are overwhelmed by stressors are more likely to experience a protective or buffering effect, especially with regard to self-efficacy.