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This study set out to identify the kinds of achievement orientations that adolescents show, and to examine the kinds of antecedents and consequences the use of a particular orientation has. The participants were 734 Swedish adolescents (335 boys and 399 girls) who filled in questionnaires measuring their achievement beliefs and behaviors, depressive symptoms, engagement with school, and norm-breaking behavior. By using clustering-by-cases analysis, five achievement orientation groups were identified: optimism, defensive-pessimism, self-handicapping, and learned helplessness, and a group showing average levels of criteria variables. The results showed further that a decrease in depressive symptoms and an increase in engagement with school predicted a move to the use of optimistic and defensive-pessimistic groups, whereas a reverse pattern predicted a move to the helplessness and self-handicapping groups. Moreover, the optimistic and defensive-pessimistic achievement orientations at Time 1 predicted an increase in engagement with school and a decrease in depressive symptoms later on, whereas self-handicapping and learned helplessness predicted a decrease in engagement with school and increases in depressive symptoms and norm-breaking behavior.