This study examined relationships among self-compassion, self-esteem, and self-efficacy and symptoms of anxiety disorders and depression in a sample of 132 non-clinical adolescents aged 12–17 years. The results first of all indicated that the Shortened Self-Compassion Scale for Adolescents was reliable (i.e., all Cronbach’s alphas were >.70) and valid in terms of both construct (as demonstrated by a principal components analysis which revealed the hypothesized three-factor structure) and concurrent validity (i.e., as shown by means of positive correlations with self-esteem and self-efficacy). Further, the expected negative correlations were found between self-compassion and anxiety and depression, indicating that higher levels of this self-related construct are associated with lower symptom levels, and vice versa. Of the three components of self-compassion, mindfulness appeared most convincingly related to symptoms of anxiety and depression. Finally, when controlling for other self-related constructs, self-compassion no longer accounted for a significant proportion in the variance of symptom levels. In contrast, self-esteem (depression) and in particular self-efficacy (anxiety and depression) did show unique explanatory power.