The current study examines the association between risk behaviors and victimization and race‐based victimization amongst U.S.‐born and foreign‐born Asian, Black, and Latinx adolescents. Data were derived from the U.S. subset of the 2009–2010 Health Behavior in School‐aged Children study. Samples include 662 Asian, 2413 Black, and 3188 Latinx adolescents (M = 12.9, SD = 1.75, 48.6% female) in grades 5–10. Univariate analyses, t‐test analyses, and multiple linear regression analyses were conducted. Aggressive behavior was associated with victimization for U.S.‐born and foreign‐born Asian, Black, and Latinx adolescents. Race‐based aggressive behavior was correlated for U.S.‐born and foreign‐born Black and Latinx adolescents. Smoking was positively associated with victimization amongst foreign‐born Asian adolescents. Alcohol use was correlated with victimization and race‐based victimization amongst foreign‐born Latinx adolescents. Marijuana use was related to victimization amongst U.S.‐born Black adolescents. Physical fighting was shown to be positively correlated with race‐based victimization for U.S.‐born Latinx adolescents. Carrying a weapon was associated with victimization and race‐based victimization for U.S.‐born and foreign‐born Latinx adolescents. It was also associated with victimization amongst U.S.‐born Asian adolescents. Befriending deviant peers was negatively associated with U.S.‐born and foreign‐born Black adolescents and U.S.‐born Latinx adolescents, but positively associated with U.S.‐born Asian adolescents.