The role of psychosocial protective factors in adolescent health-enhancing behaviors--healthy diet, regular exercise, adequate sleep, good dental hygiene, and seatbelt use--was investigated among 1,493 Hispanic, White, and Black high school students in a large, urban school district. Both proximal (health-related) and distal (conventionality-related) protective factors have significant positive relations with health-enhancing behavior and with the development of health-enhancing behavior. In addition, in cross-sectional analyses, protection was shown to moderate risk. Key proximal protective factors are value on health, perceived effects of health-compromising behavior, and parents who model health behavior. Key distal protective factors are positive orientation to school, friends who model conventional behavior, involvement in prosocial activities, and church attendance. The findings suggest the importance of individual differences on a dimension of conventionality-unconventionality. Strengthening both proximal and distal protective factors may help to promote healthful behaviors in adolescence.