This study investigates the different roles played by protective factors and risk factors-and by particular protective and risk factors-when the concern is with accounting for adolescent problem behavior than when the concern is with accounting for adolescent pro-social behavior. The protective and risk factor literature on adolescent problem behavior reveals considerable conceptual and operational ambiguity; an aim of the present study was to advance understanding in this domain of inquiry by providing a systematic conceptualization of protection and risk and of their measurement. Within the systematic framework of Problem Behavior Theory, four protective and four risk factors are assessed in a cross-national study of both problem behavior and pro-social behavior involving large adolescent samples in China (N = 1,368) and the US (N = 1,087), in grades 9, 10, and 11; females 56 %, US; 50 %, China. The findings reveal quite different roles for protection and risk, and for particular protective and risk factors, when the outcome criterion is problem behavior than when it is pro-social behavior. The protective factor, Controls Protection, which engages rule and regulations and sanctions in the adolescent's ecology, emerges as most important in influencing problem behavior, but it plays a relatively minor role in relationship to pro-social behavior. By contrast, Models Protection, the presence of pro-social models in the adolescent's ecology, and Support Protection, the presence of interest and care in that same ecology, have no significant relationship to problem behavior variation, but they are both the major predictors of variation in pro-social behavior. The findings are robust across the samples from the two very diverse societies. These results suggest that greater attention be given to protection in problem behavior research and that a more nuanced perspective is needed about the roles that particular protective and risk factors play in reducing problem behavior and in promoting pro-social behavior.