This study explored three aspects of peer group membership in adolescence: peer group affiliation, the importance of group membership, and a sense of peer group belonging. Each is considered in relationship to adolescents' behavior problems as measured by the Achenbach Youth Self-Report. Participants included an ethnically and socioeconomically diverse sample of 733 adolescents ranging in age from 11 to 18 years. Girls reported more internalizing problems and boys reported more externalizing problems. Girls also reported a higher sense of peer group belonging than boys. When controlling for adolescent age, gender, ethnicity, parent's educational level, and family structure, a sense of peer group belonging was negatively related to internalizing and externalizing behavior problems. Adolescents who viewed peer group membership as very important to them and had a positive sense of peer group belonging had significantly fewer behavior problems than those who viewed peer group membership as very important but did not have a positive sense of peer group belonging.