Influences of different sources of social support (from parents and friends), school sense of community, and self-efficacy on psychosocial well being (as measured by self-reported life satisfaction and psychological symptoms) in early adolescence were investigated in an integrative model. The model was tested using structural equation modeling. Multi-group comparisons were used to estimate differences between sex and age groups. The survey sample was composed of 7,097 students in Northern Italy (51.4% male) divided into three age cohorts (equivalent to 6th, 8th, and 10th grades with median ages of 11, 13, and 15). Findings obtained using SEM were consistent with self-efficacy and school sense of community mediating effects of social support on psychosocial adjustment. The multi-group comparison indicates a need for more complex developmental models and more research on how changing forms of support interact with each other as their effects also change during this important stage of the life. Implications for primary prevention and cross-cultural comparisons are discussed.