The purpose of this study was to determine how the levels of social cohesion were associated with socioeconomic status (SES), feeling safe at school and within the neighborhood, as well as psychological distress among Latinos and Asian adolescents. This was achieved via a quantitative study analyzing secondary data from the California Health Interview Survey (CHIS), 2011–2012, conducted by the University of California, Los Angeles, Center for Health Policy Research. Results revealed a statistically significant relationship between SES and social cohesion among Latino and Asian adolescents. Results also indicated a statistically significant relationship between feeling safe within the school and neighborhood and the levels of social cohesion for Latino and Asian adolescents. Finally, the study revealed a statistically significant relationship between psychological distress and levels of social cohesion among Latino and Asian adolescents. The findings are beneficial in understanding the importance of social cohesion among adolescents and their well-being.