This study explored the relationships among mental health, self-esteem and physical health in Hong Kong Chinese adolescents. Chinese students (N = 1945) between the ages of 12 and 19 from four secondary schools of different regions were invited to participate in the study. This study revealed that a significant number of adolescents in Hong Kong are experiencing depressive symptoms. The overall results indicated that self-esteem of adolescents was correlated to and a predictor of their physical and mental health. Health care professionals should take a more assertive role in promoting relevant health education to the community with emphasis on helping adolescents develop positive self-esteem.