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Abstract The aim of the present study was to explore the structural relationships between self-control, empathy, interpersonal trust, friendship quality, and mental well-being among Chinese (N = 3595) and Canadian (N = 2056) adolescents. A structural equation modeling (SEM) approach was adopted by means of a multi-group analysis. Within the aggregate sample, empathy and interpersonal trust were shown to be related to mental well-being both directly and indirectly, with friendship quality as the mediating variable, whereas self-control merely had a direct effect on mental well-being. The multiple-group analysis revealed a series of discrepancies, showing that empathy had a significant impact on the mental well-being of Chinese but not Canadian adolescents. Furthermore, empathy exerted a significantly stronger effect on friendship quality for Chinese than for Canadian adolescents, whereas interpersonal trust had a significantly stronger impact on friendship quality among Canadian than among Chinese adolescents. The differences were discussed from a cross-cultural perspective concerning collectivism versus individualism. The measures employed in the present study are closely related to social and emotional skills; the findings therefore may point to benefits for both Chinese and Canadian adolescents in terms of enhancement of their cultural-specific social and emotional skills as well as their well-being.