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Adolescents who perceive their neighbourhoods as unsafe are more likely to display emotional and behavioural problems. But, little is known about whether perceptions of safety and problem behaviour influence each other. This study explored the reciprocal relationships between perceptions of neighbourhood safety and emotional and behavioural problems in adolescence in a general population sample. It also explored two mediators of these associations (personal victimisation and risky behaviour). Data were analysed on 9,200 adolescents at ages 11 and 14 participating in the UK's Millennium Cohort Study. Bidirectional associations were found between perceptions of safety and all domains of problem behaviour. Personal victimisation partially mediated the reciprocal relationships between neighbourhood safety and all problem domains. Risky behaviour partially mediated some of these paths. The findings suggest that, in adolescence, perceived neighbourhood safety and emotional and behavioural problems mutually influence each other, partly due to experiences of victimisation and risky behaviour.