To explore the covariation of risk behaviors in a national sample of American Indian reservation-based youth using listwise principal components factor analysis and to determine how these risk behaviors may vary by age and sex. Analysis of data from the National Indian Adolescent Health Survey, a validated anonymous self-report questionnaire of 162 items addressing various health domains. The survey was administered nationally in more than 200 reservation-based schools. Thirteen thousand nine hundred twenty-three reservation-based American Indian or Alaska Native students in grade 7 through 12 representing more than 50 tribes. The listwise factor analysis sample included 7687 respondents with complete data. Item loading and factor correlations by age and sex for 30 risk behaviors across various health domains. Three risk behavior factors were fairly stable across sex and age: (1) the use of alcohol, tobacco, and other drugs; (2) risky sexual behavior, and (3) suicidal behaviors. Correlations between these and other factors suggested different strengths of relationships by sex and age. Other factors, including violence, truancy, and delinquency, showed differences in item loading on factors and correlations between factors. The use of tobacco, alcohol, and other drugs was most frequently associated with other risk behavior factors, and suicidal behaviors showed the next highest frequency of intercorrelations. There are sex and age differences in the covariation of risk behaviors, and suicidal behaviors should be further investigated to determine of our findings are unique to American Indian youth. Health interventions that focus categorically on 1 risk dimension should also emphasize substance use prevention and intervention. To prevent substance abuse among American Indian youth, research efforts need to focus on effective strategies for coping with social and psychological stressors.