Based on Bass' leadership theory and Bandura's social cognitive theory, we tested the direct relationship between head teacher transformational leadership behavior, head teacher transactional leadership behavior, and junior high school students' school adjustment as well as explored the role of class collective efficacy in mediating this relationship. Surveying 5,083 junior high school students in 168 classes and controlling for grade, head teacher gender, and class size, the hypothesized relationships were tested through a 2-2-1 mediation model using multilevel structural equation modeling. The results indicated that there was not only a direct relationship between head teacher transformational leadership behavior and school adjustment (b = 0.326, 95% confidence interval [CI] [0.218, 0.434]), but also an indirect relationship through class collective efficacy (0.047, 95% CI [0.007, 0.087]), although the direct link was stronger. Moreover, there was only an indirect relationship between head teacher transactional leadership behavior and school adjustment through class collective efficacy (0.051, 95% CI [0.007, 0.096]), and the link between head teacher transformational leadership behavior and school adjustment was stronger than the link between head teacher transactional leadership behavior and school adjustment (diff = 0.351, 95% CI [0.126, 0.577]). This study extended Bass' leadership theory to a class organization, and the relationship between head teacher leadership behavior and school adjustment was explored at the class level in a junior high school.