The eating habits of adolescents are a serious current public health problem. Scientists call attention to the availability of social resources for enhancing healthy eating behavior. Social capital defines those resources as trust, reciprocity, social participation, integrity, and coherence, and they are supposed to help people achieve their life goals, in general, and health goals, in particular. Our aim is to investigate the relationship between social capital within its different contexts and adherence to a Mediterranean diet (MD) among Lithuanian adolescents. The nationally representative cross-sectional study included 1863 students (906 boys and 957 girls). The KIDMED index questionnaire (Mediterranean Diet Quality Index in children and adolescents) was used to evaluate the adherence to an MD. Family, neighborhood, and school contexts of social capital were assessed using six items indicating family support, neighborhood trust, social control, vertical trust, horizontal trust, and reciprocity at school. Covariates such as gender, physical activity, parental education, and body mass index were also included in the analysis. Descriptive results showed that only 14% of Lithuanian adolescents followed an MD. Linear regression analysis indicated that family support (β = 0.096) and trust in school teachers (β = 0.074) were related to better rates of adherence, especially regarding the consumption of fruits, vegetables, cereals, fish, and the use of olive oil as a main source of fat. More adolescents who perceived family support and trust in their teachers used these products regularly and were less likely to skip breakfast. These findings could be used as a base for further developing nutrition education programs aimed at enhancing support and trust among families and schoolteachers.