Adolescents frequently show risky behavior, and these problematic behavior patterns often do not occur in isolation, but together. Problematic alcohol use is widespread among youth, as is problematic use of the Internet and of specific online applications (video games or social media). However, there is still a lack of findings for minors regarding the relations between these behavioral patterns (particularly between problematic alcohol use and problematic gaming or problematic social media use). Standardized instruments were used to survey problematic alcohol use, problematic gaming, problematic social media use, problematic Internet use and mental health among 633 adolescents (mean age: 15.79 years). Bivariate correlation and multivariable linear regression analyses were conducted. The correlation analyses showed statistically significant positive bivariate relationships between all four behavioral patterns each. Antisocial behavior was related to all problematic behavioral patterns. Whereas, emotional distress, self-esteem problems and hyperactivity/inattention were associated with substance-unrelated problematic behavior patterns only. Anger control problems were related to problematic alcohol use and problematic gaming. In adolescence, the findings revealed small effect sizes between substance-related and substance-unrelated problematic behavior patterns, but moderate to large effect sizes within substance-unrelated behavioral patterns. Similarities and differences were found in the relations between the behavioral patterns and mental health.