The aim of the present study is to verify Dorsey and Forehand's (2003) theoretical model assessing how neighbourhood perception, dangerousness, and parental support relate to psychological distress. The study is part of the larger Health Behaviour in School Aged Children (HBSC) trans-national study, which is co-ordinated by the European Office of the World Health Organization. Self report from early adolescents were used to measure: neighbourhood social climate, neighbourhood dangerousness, parental social support and psychological distress. The questionnaire was filled out by a representative sample of 4386 Italian early adolescents. Results revealed an indirect relationship between neighbourhood social climate and psychological distress, with this effect being mediated by through its relation with parental social support and perception of personal safety. Results overall confirmed the proposed theoretical model, by providing empirical evidence that helps us to understand the social processes determining psychological distress in early adolescents.