Background: Social factors play an important role in adolescents' behaviors. This study aims to understand percentages of health risk behaviors across country in Europe, North America, and China; explore the associations between friendly school and family contexts and involvement for several health risk behaviors among adolescents. Methods: Data derived from health behavior in school-aged children cross-sectional surveys and China Education Panel Survey in 2014-2015. Hierarchical generalized linear modeling was used to analyze data. Results: The highest percentages of health risk behaviors including unhealthy diet, smoking or alcohol, screen-based sedentary behaviors, and violent behaviors across country ranged from 28.62% to 65.24%. National classmate friendliness was negatively associated with 5 out of 9 health risk behaviors prevalence rates in 41 countries (p < 0.05). Adolescents' perceived peer friendly and helpful were common protective factor for engaging in several health risk behaviors (p < 0.01). Individual family contexts were associated with 3 types of health risk behaviors involvement (p < 0.001). School health policy implications: Health risk behaviors among adolescents reducing was associated with the implementation of friendly school and family contexts, emphasizing the significance of the goals of embedding friendly adolescents, along with the home-school collaboration. Conclusions: Public health strategies should promote national climate of friendship and individual perceived friendly school contexts to reduce health risk behaviors.