Mental health in adolescence is important for health and well-being throughout the life course, but evidence from Sub-Saharan Africa is sparse. This study aimed to assess the correlates of internalizing, externalizing and cumulative problems among early adolescents. This study used cross-sectional survey data from 3516 school-going adolescents in Ouagadougou, Burkina Faso; Addis Ababa, Ethiopia and Dar es Salaam, Tanzania. We used a 25-item Strengths and Difficulties Questionnaire to measure internalizing, externalizing and cumulative problems. We carried out multi-variable linear regression analyses with the estimation of adjusted mean differences and 95% confidence intervals, to determine the factors associated with internalizing, externalizing and cumulative problems. Overall, 1 in 8 adolescents had internalizing problems, while 1 in 10 had externalizing problems. In two sites, having friends was related to lower internalizing problems, while repeating a grade, physical fights and household food insecurity were related to greater internalizing problems. Household food insecurity and involvement in physical fights were associated with greater externalizing problems across sites, while repeating a grade was linked with greater externalizing problems in two sites. Having a caring adult in school was associated with fewer externalizing problems across sites, while having friends was associated with fewer externalizing problems in two sites. Overall, having friends was related to fewer cumulative problems, while physical fights and household food insecurity were related to higher cumulative problems. School-based mental health and food programs may be useful in addressing social-emotional problems among school-aged adolescents in Burkina Faso, Ethiopia and Tanzania.