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Empirical studies in the past have demonstrated peer social support, and optimism as correlates of life satisfaction among early adolescents. Nevertheless, these correlates have not been examined collectively in a single study in Malaysia, a multicultural country, which could contribute to the better understandings of contribution of each correlate on life satisfaction. This study aims to clarify the relationships of peer social support, optimism, and life satisfaction of early adolescents, as well as the moderating role of sex in the structural relationships. This study recruited 2074 early adolescents (mean age= 13.56), with 1090 (52.8%) males and 974 (47.2%) females, by using Proportional to Size (PPS) cluster sampling method from 12 secondary schools across all educational zones in Kuala Lumpur, the capital of Malaysia. Data collection was carried out by using survey questionnaires, while data analysis employed Structural Equation Modeling (SEM) method. Structural model of this study has sound model fit at significant value of p <.00 (df =49, χ2=210.03, CFI= .99, TLI= .98, RMSEA= .04). Results shows that early adolescents who received more peer social support are more satisfy with their life. Meanwhile, early adolescents who are more optimistic tend to be more satisfy with their life too. Simultaneously, higher level of perceived peer social support contributes to higher optimism level among early adolescents. The structural model was found unstable across sex, whereby sex has a moderating effect on the structural relationships of study variables. Peer social supports has a positive effect on optimism in males; however, no effect was found in females. Results of the study suggests that sex plays a role in development of early adolescents. Findings of this study maybe useful to various parties such as counselors, psychologists, teachers, and government in promoting life satisfaction among early adolescents in Malaysia.