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The purpose of this study was to evaluate the relative association of unique aspects of social capital at the level of families, schools, and neighborhoods on adolescent self-reported violence, property crimes, and substance use. Data come from the 2006 Canadian International Youth Survey that asked adolescents between the ages of 12 and 15 in the metropolitan city of Toronto (N = 3, 101) about their problem behavior. Poisson regression models revealed that parental monitoring, school performance, peer approval of illegal activities, and neighborhood social disorder were consistently associated with all three adolescent problem behaviors, net of controls. Results were more mixed for remaining measures of social capital on adolescent problem behavior. Interestingly, neighborhood cohesion was a significant predictor of adolescent substance use, but operated in a direction that was contrary to the proposed hypotheses. These findings highlight the importance of teasing out how different facets of social capital in different environments are linked to adolescent problem behavior.