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This study aimed to examine social determinants of mental health for adolescents across nine countries. Using PISA 2018 data, we investigated how community-level determinants shaped adolescents’ mental health outcomes in Bulgaria, Georgia, Hong Kong, Ireland, Mexico, Panama, Serbia, Spain, and the United Arab Emirates. Across the nine countries, individual and school determinants had consistent associations with mental health outcomes for the students in the sample, whereby more positive and prosocial experiences lowered mental health issues. This study’s findings illuminate the importance of supportive school conditions to promote students’ mental well-being. The findings also revealed some differences in how family determinants were associated with students’ mental health outcomes.