This study examined the direct effects of beliefs about aggression and nonviolence on physical aggression and their role as protective factors that buffer adolescents from key risk factors in the peer, school, and parenting domains. Multilevel analyses were conducted on data from 5,581 adolescents representing two cohorts from 37 schools in four communities collected at the beginning and end of the sixth grade and at the end of the following 2 school years. Individual norms for aggression at Wave 1 moderated relations of delinquent peer associations and parental support for fighting with physical aggression. Self-efficacy for nonviolence at Wave 1 moderated relations of school risk, delinquent peer associations and parental support for fighting with physical aggression. There was clearer evidence for protective effects for self-efficacy for nonviolence for girls than for boys.