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Mental health and risky health behaviors issues are a growing concern among Asian American adolescents in the United States. Prior studies have shown that Asian American adolescents are at greater risk for depressive symptoms and substance use, particularly when they face difficulties adjusting to a new or unwelcoming culture. Research has indicated that social cohesion, sense of belonging, and community safety are significant predictors for the level of immigrant adolescents’ depressive symptoms. A number of studies have found that depressive symptoms have a strong influence on substance use among Asian American adolescents. Therefore, the pathway of social cohesion, a sense of belonging, community safety, depressive symptoms, and substance use needs attention based on an understanding of unique Asian culture. This study tested the influence of social cohesion, sense of belonging, and community safety on depressive symptoms and substance use. A systematic scoping review of the impact of acculturation on depressive symptoms and substance use. And a hierarchical multiple linear regression was performed to examine the regression effect in the relationship of social cohesion and community safety to depressive symptoms. Lastly, structural equation modeling (SEM) was conducted to examine in the relationship of social cohesion, sense of belonging, and community safety to substance use mediated by depressive symptoms among Asian American adolescents. A systematic scoping review results showed that Asian American adolescents reported high depressive symptoms but low substance use. Family, school, peer relationships, and neighborhood and community environments were strong acculturation related protective factors for depressive symptoms and substance use. Hierarchical multiple linear regression analysis research result showed that higher social cohesion and community safety level is statistically significantly associated with Asian American adolescents’ depressive symptoms. Finally, the SEM analysis research result examined that social cohesion strongly negatively influences Asian American adolescents’ depressive symptoms and substance use. The findings in this study highlight that social cohesion, sense of belonging, and community safety are important factors in reducing mental health problems and risky health behaviors among the Asian American adolescent population. Furthermore, the current research contributes to ongoing policy, practice, and research discussions about mental health and behavioral health for Asian American adolescent populations. The significant impact of acculturation, other cultural and immigration influences, social cohesion, sense of belonging, and community safety on psychosocial behaviors in Asian American adolescent populations reflects the importance of addressing these issues in prevention and intervention efforts. Finally, these findings shed light on how to develop effective immigration and acculturation strategies from a positive perspective by treating Asian American adolescents as a new citizen group and by reducing discrimination on the basis of race and ethnicity in the United States.