Research among sexual and gender minority (SGM) youth has suggested associations between Gender-Sexuality Alliance (GSA) involvement and better health. Emergent research has similarly demonstrated associations between family support and general well-being among SGM youth. However, the trait of bravery has received little attention in this literature, despite its relevance for youth in marginalized positions. We examined the association between level of GSA involvement, family support, and bravery among GSA members (n = 295; M[subscript age] = 16.07), and whether those associations differed based on sexual orientation or gender identity. We then conducted one-on-one interviews with SGM youth (n = 10), to understand how they understood bravery and experienced support in both GSA and family contexts. Greater GSA involvement significantly predicted greater bravery for all youth, whereas greater family support predicted greater bravery only for heterosexual youth. No significant moderation was found for gender minority youth. Our qualitative findings clarified how SGM youth conceptualized bravery and how they experienced it within their GSA and family settings. GSAs were associated with more frequent displays of explicit support for SGM identity, while families were perceived as providing less explicit support.