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• About 30% and 20% reported lack of parental support and monitoring, respectively. • Loneliness and sleep problems due to worries were more prevalent among girls. • Loneliness was more prevalent among students from private schools. • Lack of parental monitoring/support were associated with higher prevalence of outcomes. Early identification of adolescent's mental health issues, may help to plan effective strategies to prevent severe psychological diseases. The aim of this study was to verify the association between parental monitoring/support and loneliness and sleep problems due to worries in adolescents from a representative Brazilian school-based survey (PeNSE). This study presented cross-sectional design and was carried out in 2015 with Brazilian students from 9th grade. Information were assessed through self-administered questionnaire. The outcomes were loneliness and sleep problems due to worries. The exposures were missing class without permission, parents' knowledge about free time and parental understanding about concerns. Poisson regression was used for association analyses, stratified by sex and school type (public; private). Girls were more likely to presented both outcomes (p < 0.001). Loneliness was more prevalent among private schools' students (17.2% 95%CI: 16.2%; 18.2%) than among public school' students (15.8% 95%CI:15.3%; 16.3%). While, the prevalence of sleep problems due to worries was not different according school type. A dose-response gradient was observed, where the higher the lack of parental monitoring/support the higher the prevalence of outcomes in the adolescents. Lack of parental monitoring and support were associated with higher prevalence of loneliness and sleep problems due to worries in adolescents from Brazil. A good adolescent-parent relationship may be helpful in early identification of possible problems of adolescents' behavior. [ABSTRACT FROM AUTHOR]