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Background: The prevalence of mental health problems in adolescents has been identified as a global concern. Early screening and identification can offer benefits in terms of primary prevention and reduced healthcare costs. This study aimed to develop a tool to assess the risk of developing mental health problems in adolescents. Methods: The study followed an exploratory sequential design and was divided into five phases. The Multidimensional Psychosocial Risk Screen (MPRS) is a newly developed self-report measure. The various steps in its development and validation have been elaborated. The MPRS was evaluated with a sample of 934 adolescents aged 12-18, spread across the 8th-12th grade. Results: Exploratory and confirmatory factor analyses revealed a robust factor structure. The extracted five factors were named as Parent–Child Relationship (PCR), Self-Concept (SC), Teacher–Student Dynamics (TSD), Social Media Use (SMU), and Peer Interaction (PI). The reliability of the subscales ranged from 0.60 to 0.80. The overall reliability of the scale was good (a = 0.87). Convergent validity of the scale was established using standard measures of risk factors and emotional and behavioural problems. Conclusions: The MPRS can be considered an effective tool with an adequate factor structure and good psychometric properties. It can be beneficial in the early detection of vulnerabilities to mental health problems in adolescents and, therefore, seen as a key element in primary prevention and fostering individualized interventions. [ABSTRACT FROM AUTHOR]