This study examined sociodemographic variation in the interrelationships between risky sexual practices, substance use, and arrest history. The sample consisted of 948 newly arrested juvenile offenders processed at a centralized intake facility in 2006. A series of confirmatory factor analysis and structural equation modeling techniques were used to (a) determine if risky sexual behavior, marijuana and cocaine use, and arrest history form a unidimensional latent factor, (b) examine the direct effect of age on the latent factor, and (c) compare the factor structure, as well as the effect of age on the latent factor, across four demographic subgroups based on race and gender. Important similarities, as well as differences, in the factor structure across the four groups were found. The results highlight the importance of accounting for sociodemographic factors when examining the association among adolescent problem behaviors.