Research on multiple problem behaviors has focused on the concept of Problem Behavior Syndrome (PBS). Problem Behavior Theory (PBT) is a complex and comprehensive social-psychological framework designed to explain the development of a range of problem behaviors. This study examines the structure of PBS and the applicability of PBT in adolescents. Participants were 6062 adolescents; aged 12-19 (51.3% female) who took part in the My World Survey-Second Level (MWS-SL). Regarding PBS, Confirmatory Factor Analysis established that problem behaviors, such as alcohol and drug use loaded significantly onto a single, latent construct for males and females. Using Structural Equation Modeling, the PBT framework was found to be a good fit for males and females. Socio-demographic, perceived environment system and personality accounted for over 40% of the variance in problem behaviors for males and females. Our findings have important implications for understanding how differences in engaging in problem behaviors vary by gender.