Purpose: To explore the psychological distress associations of experiences of several types of violence and the victim-perpetrator relationship of physical violence, a gender analysis was applied. Methods: Data were derived from a cross-sectional questionnaire study among 17-year-old upper secondary school students (N = 1,663). Variables in focus were: self-reported psychological distress, experiences of physical violence, sexual assault, bullying and sexual harassment. Logistic regressions were used to examine associations. Results: Experiences of physical violence, sexual assault, bullying and sexual harassment were associated with psychological distress in boys and girls. The perpetrators of physical violence were predominately males. Whether the perpetrator was unknown or known to the victim seem to be linked to psychological distress. Victimisation by a boyfriend was strongly related to psychological distress among girls. Conclusions: Experiences of several types of violence should be highlighted as factors associated with mental health problems in adolescents. The victim-perpetrator relationships of violence are gendered and likely influence the psychological distress association. Gendered hierarchies and norms likely influence the extent to which adolescents experience violence and how they respond to it in terms of psychological distress.