OBJECTIVES: To assess whether or not communication with parents and with peers is related to experiencing psychological complaints in an attempt to explore the hypotheses of continuity and compensation or moderation between contexts. METHODS: Questions on communication with their parents and peers, as well as on the frequency with which they experience psychological complaints were answered by 200,857 adolescents from 36 countries. RESULTS: A cluster analysis detected four groups of adolescents. Those with better communication in both social contexts were the ones showing less psychological complaints. Moreover, we have found (using a regression analysis) that good communication with peers does not improve their experience of psychological complaints if the communication with parents is not good. CONCLUSIONS: We conclude that our findings are consistent with the continuity hypothesis and against the compensating or moderating one.