<p>Background: Individuals from disadvantaged groups in society are at heightened risk of experiencing low self-esteem. However, limited research has explored self-esteem at the intersection of sex, socioeconomic status (SES), and immigrant origin. Method: This study examines self-esteem among 91,560 adolescents aged 14 to 17 years in Finland, drawing on data from the nationwide School Health Promotion Study. The analysis focuses on how sex, SES, and immigrant origin intersect to influence self-esteem. Results: An analysis of variance revealed large effect sizes for sex, medium effect sizes for SES, and very small effect sizes for immigrant origin on self-esteem. Girls, adolescents from lower SES backgrounds, and 1^st generation immigrant and multicultural students exhibited lower self-esteem compared to their peers. A three-way interaction analysis showed that while both boys and girls who were 1^st generation immigrants with low SES had the lowest self-esteem, 1^st generation immigrant boys from low SES backgrounds were particularly vulnerable to low self-esteem relative to other boys. Conclusion: The independent and interactive effects of sex, SES, and immigrant origin are discussed within the context of Finland, a country known for its relatively low economic and gender inequality. These findings highlight specific groups of adolescents who may be at greater risk of low self-esteem.</p>