Injury is a leading cause of mortality and morbidity among adolescents in developed countries. Jessor and Jessor’s Problem Behavior Theory suggests an association between risk behaviors (e.g., smoking, drunkenness, cannabis use, and sexual intercourse) and adolescent injury. The present study examined whether early engagement in risk behaviors would predict injury at age 15. It also examined whether such associations were consistent in strength across countries. Based on the data from the 2005-2006 Health Behaviour in School-aged Children (HBSC) survey, a multigroup logistic regression analysis was conducted. Our findings demonstrate a cross-national consistent association (with relative odds of injury rising to 1.85; 95% CI: 1.70-2.02). Based on the study findings, early engagement in risk behaviors was considered a marker for a trajectory that places adolescents at higher risk for physical injury, independent of their national context.