Depression, alcohol use, and suicidal behaviors are common among adolescents. However, little is known if these problem behaviors differ among ethnically diverse females across the adolescent years. Using the National Longitudinal Study of Adolescent Health database, we conducted regression analyses to compare these problem behaviors in three age cohorts across five ethnic groups of adolescent females. The random sample (N = 3,297, aged 12-19 years) included Latinas, African-, Asian-, Native-, and Euro-American females. There are differences in these problem behaviors between some age cohorts across ethnic groups. Significance and implications of the results to mental health nursing research and practice are described.