This study examined associations between self-reported mental health problems, body image, bullying victimisation and school safety in large adolescent samples in Japan and Russia, considering the effects of gender, culture and their interactions. In both Japan and Russia, girls reported a greater number of mental health problems, less bullying victimisation and much higher body dissatisfaction than boys did. Japanese adolescents rated themselves higher on total difficulties, reported less body dissatisfaction and bullying victimisation, and rated their school safety lower than that of Russian youths. Cross-cultural differences in total difficulties and body image were qualified by gender. Body dissatisfaction, bullying victimisation and school safety all independently contributed to adolescent mental health problems. The protective effect of school safety on total difficulties was larger for girls than for boys; the strength of the association between bullying victimisation and adolescent mental health problems differed across genders and cultures. The findings indicate a need for a cross-cultural approach and provide a strong basis for targeted interventions that seek to improve adolescent mental health.