Objectives: To examine the association between depressed mood and clusters of health risk behaviors. Methods: A nationally representative sample of adolescents (N=15,214) was utilized to construct 10 pseudocontinuous health risk behaviors. Cluster analysis was performed to group adolescents, and subsequent multivariable logistic models were created. Results: Compared to non-risk takers, belonging to risk clusters significantly increased the odds of reporting depressed mood. African Americans in high-risk clusters appeared to be more vulnerable to depressed mood, when compared to remaining racial groups. Conclusions: Results suggest that adolescents engaging in multiple health-risk behaviors do so in the context of depressed mood.