Cross-sectional data from 589 Chinese adolescents were used to investigate whether parenting behaviors are directly or indirectly (through self-esteem and school adjustment difficulties) associated with adolescent depressive symptoms and problem behavior. Structural equation modeling results showed that school adjustment difficulties fully mediated the relations between two parenting behaviors (parental punitiveness and paternal monitoring) and adolescent problem behavior and partially mediated the relation between maternal monitoring and adolescent problem behavior. Adolescent self-esteem partially mediated the relations between maternal punitiveness and adolescent depressive symptoms and fully mediated the relations between parental support and adolescent depressive symptoms. Parental love withdrawal was not significantly related to any adolescent adjustment when other parenting practices were controlled. The findings highlight the interactions between family and school contexts in adolescent development.