This study examines the prevalence of depression, anxiety, and post-traumatic stress disorder (PTSD) among adolescents attending schools in several informal settlements of Nairobi, Kenya. Primary aims were estimating prevalence of these mental health conditions, understanding their relationship to gender-based violence (GBV), and assessing changes in response to an empowerment intervention. Mental health measures were added to the final data collection point of a two-year randomized controlled trial (RCT) evaluating an empowerment self-defense intervention. Statistical models evaluated how past sexual violence, access to money to pay for a needed hospital visit, alcohol use, and self-efficacy affect both mental health outcomes as well as how the intervention affected female students' mental health. Population prevalence of mental health conditions for combined male and female adolescents was estimated as: PTSD 12.2% (95% confidence interval 10.5-15.4), depression 9.2% (95% confidence interval 6.6-10.1) and anxiety 17.6% (95% confidence interval 11.2% - 18.7%). Female students who reported rape before and during the study-period reported significantly higher incidence of all mental health outcomes than the study population. No significant differences in outcomes were found between female students in the intervention and standard-of-care (SOC) groups. Prior rape and low ability to pay for a needed hospital visit were associated with higher prevalence of mental health conditions. The female students whose log-PTSD scores were most lowered by the intervention (effects between -0.23 and -0.07) were characterized by high ability to pay for a hospital visit, low agreement with gender normative statements, larger homes, and lower academic self-efficacy. These data illustrate a need for research and interventions related to (1) mental health conditions among the young urban poor in low-income settings, and (2) sexual violence as a driver of poor mental health, leading to a myriad of negative long-term outcomes.