Based on a representative sample of 1,312 students 13 to 19 years of age from Mallorca, Spain, we used 19 variables from an anonymous questionnaire to define three groups of problems frequently found in adolescents: depression, deviant behaviors, and the use of alcohol, tobacco, and illicit drugs. We have found a close relationship between drug use and deviant behaviors which shows no relationship with depressive symptoms. There is a small group which uses drugs with no relationship to deviant behaviors. There are also relationships between these problem behaviors and sleeping difficulties, enuresis, weight problems, family difficulties, etc., which leads us to think of a network of connections with other problems of the adolescent and his family.