This study investigated the link between exposure to violence and psychosocial adjustment for 442 Chinese secondary school students in Form 1-3. The students completed an inventory assessing exposure to violence through witnessing and through direct victimization in different settings (community, school, and home). Multiple measures and informants (i.e., self-report, teacher report, and school report) were used to assess emotional, behavioral, and cognitive functioning in adolescents. The results of this study showed that overall exposure to violence was related to emotional and behavior problems. High rates of exposure to violence across multiple contexts were found in this sample. After controlling for the co-occurrence of risk factors (e.g., exposure to violence in other settings), both witnessing school violence and being victimized by domestic violence were associated with emotional problems, whereas being victimized by community violence was related to behavior problems. These results suggest that there are differential effects of risks associated with different forms and settings of exposure. (Contains 7 tables.)