<p>Peer victimization has been associated with increased maladjustment outcomes (e.g., depressive and anxiety symptoms, health risk behaviors), the detrimental impact of which during childhood and adolescence can persist through adulthood, casting a long shadow over adolescents’ lives. The current study aimed to examine the comorbidities of psychological distress and health risk behaviors among Chinese adolescents and their association with four forms of peer victimization (physical, verbal, relational, and property victimization) from a person-centered approach. A total of 602 adolescents (55.5% boys; <i>M</i>_age = 13.48&#xa0;years, SD = 0.73) from two middle schools completed measures of peer victimization, psychological distress, and health risk behavior. Latent profile analysis revealed three profiles in the sample: the <i>well-adjusted group</i>, the <i>high psychological risk group</i>, and the <i>moderate behavioral</i>‒<i>psychological risk group</i>. In addition, compared to adolescents belonging to the <i>well-adjusted group,</i> adolescents who experienced higher levels of verbal victimization were more likely to belong to the <i>moderate behavioral‒psychological risk group</i>, and the <i>high psychological risk group.</i> Findings revealed the co-occurrence of psychological distress and health risk behaviors among Chinese adolescents and highlighted the unique effects of distinct forms of peer victimization on maladjustment outcome profiles. Parents, researchers, and educators need to understand the high comorbidity and complex patterns of psychological and behavioral maladjustment of adolescents and to design effective strategies to address the issue of victimization in schools.</p>