Research on adolescent development and well-being has demonstrated the beneficial effects of social support and self-esteem for positive adjustment. However, there has been little examination of the associations between adolescents’ social support, self-esteem, and well-being within a Caribbean framework, and consideration to family factors that may moderate such associations. Accordingly, the current study explored the associations of perceived family and peer social support, self-esteem, and psychological well-being within the framework of several family contextual factors among 334 Jamaican adolescents (Mage = 14.56, 51% boys). Family support showed direct and indirect associations with depression, anxiety, stress, and well-being through self-esteem while peer support only showed a direct positive association with well-being. Furthermore, several contextual factors demonstrated important associations with the variables of interest, though none of these significantly altered model fitness. The results demonstrate the protective nature of social support and self-esteem for Jamaican adolescents, and suggest that further longitudinal examinations are warranted.