A cross-national study of young adult sexual minorities was conducted in order to explore the associations between sexual orientation and measures of depression, suicidality, and substance use. Two nationally representative data sets were explored from the United States (N = 14,335) and Norway (N = 2423). Results indicated that sexual minorities experienced multiple health disparities (depression, suicidality, and substance use) compared to their heterosexual counterparts. We found similar patterns of depression, suicidality, and substance use for sexual minorities in both the United States and Norway. The highest odds of substance use were among heterosexual-identified Norwegian youth who reported same-sex sexual activity, and the highest odds of suicidality were found for bisexual young adults in Norway. These findings have implications for how we consider culture and social policy as barriers and/or opportunities for sexual minorities.