Depression, alcohol use, and suicidal behaviors are common problems among adolescents in the United States. Little is known about how these problem behaviors differ among adolescent, multiethnic females. In this descriptive, cross-sectional study, regression analyses were performed to determine differences in these adolescent problem behaviors among multiethnic females using Latinas as the referent group. The random sample (N = 3,310, aged 12-19 years) included Latinas, and African-, Asian-, Native-, and Euro-American females. Measures included the CES-D, number of drinks each time alcohol was consumed in the past year, and a composite measure of suicidal behaviors. Latinas reported significantly higher risk for adolescent depression than did Euro-American peers and higher risk for alcohol use than did African- and Asian-American peers only. There were no significant differences in risk for suicidal behaviors between Latinas and their peers representing any of the other four ethnic groups. As adolescents of Latin, African, Asian, Native or aboriginal, and European ethnicity live all over the world, the findings inform future studies on adolescent depression, alcohol use, and suicidal behaviors among adolescents representing any of these ethnic groups in any part of the globe.