Research has demonstrated robust links between adolescent stress and serious psychological problems. The current study aimed to identify latent stress profiles of 1510 adolescents (59.7% females; Mage = 16.77 years, SD = 0.86) based on five stresses (parental stresses, family environment stresses, academic stresses, teacher stresses, and peer stresses) at three time points (T1/2/3). Moreover, this study would investigate the transition patterns of these profiles over time and examine the associations between the profiles and adverse psychological symptoms (e.g., anxiety, depression, nonsuicidal self‐injury [NSSI], and suicidal ideation). Three latent stress profiles were identified, including High‐stress profile, Medium‐stress profile, and Low‐stress profile. The three profiles were significantly different on the levels of T1/2/3 anxiety, depression, NSSI, and suicidal ideation. The profile memberships remained relatively stable across three time points. Notably, the present study found gender differences, with boys were more likely to be in the High‐stress profile and to transition from the Medium‐ to the High‐stress profile, compared to girls. Furthermore, left‐behind adolescents were more likely to be in the High‐stress profile than non‐left‐behind adolescents. The findings highlight the importance of adopting ‘this‐approach‐fits‐this‐profile’ interventions for adolescents. Parents and teachers are advised to adopt different strategies for girls and boys.