The stressful life events experienced by adolescents with problematic behaviors, should be considered for implementing effective interventions. This study aimed to examine the adjustment of adolescents with problematic behaviors, and to assess the effectiveness of a family-based treatment, namely Scene-Based Psychodramatic Family Therapy (SB-PFT), according to different stress profiles. Ten SB-PFT sessions, over 17 trials were implemented. Stressful life events and adolescent adjustment were evaluated at pretest and posttest, for the SB-PFT participants (n = 104 adolescents) and a control group (n = 106). The adolescents were categorized into three profiles depending on the nature of the stressors: family stress profile, individual and family stress profile, and low stress profile. The individual and family stress group showed worse adjustment. Effectiveness analyses revealed improvements in SB-PFT participants’ emotional intelligence, but not in anger and hostility. Furthermore, adolescents with low and family-related stress profiles showed enhancements in parent attachment. In conclusion, interventions involving adolescents with problematic behaviors must be tailored to the stressful life events experienced. Specific treatments should be used alongside SB-PFT, when adolescents are met with individual-related stress. Nevertheless, SB-PFT seemed to promote emotional intelligence and parent attachment, particularly in adolescents with problematic behaviors that experienced only family stressors.