A model is proposed and explored that links the coming-out process to the psychological functioning (i.e., self-esteem and distress) and sexual behaviors of gay, lesbian, and bisexual youths recruited from gay-focused community-based and college organizations in New York City. The coming-out process is multidimensional, consisting, as defined here, of involvement in gay/lesbian activities, attitudes toward homosexuality, comfort with homosexuality, self-disclosure of sexual identity to others, and sexual identity. The coming-out dimensions were related to self-esteem, distress, and unprotected sexual behaviors. In addition, the relations between the coming-out dimensions and unprotected sexual behaviors were explained by psychological functioning. In particular, limited involvement in gay/lesbian activities was associated with more unprotected sex. Negative attitudes toward homosexuality were related directly to more unprotected sex, and they were related indirectly to more unprotected sex by means of increasing emotional distress. These and other findings have implications for designing preventive interventions to increase the youths' psychological functioning and reduce their unprotected sexual behaviors.