Along with the salutogenetic approach in health sciences, the quest for factors exerting a protective effect on mental development and health has increasingly gained importance, complementing the study of risk factors. A total of 6,691 children and adolescents aged 11 to 17 years answered questionnaires on personal, social and family resources as part of the German Health Interview and Examination Survey for Children and Adolescents (KiGGS). Children with low socioeconomic status (SES) more frequently show deficits in their personal, social and family resources. Similarly, in children with migration background a higher percentage with poorly developed personal and social protective factors is found. Older children report less family resources but more social resources than younger children; in comparison to boys, girls have more social but less personal resources at their disposal. Clear connections are observed between protective factors and health-related risk-taking behaviour. Deficits in personal and family resources are associated with an increased risk for smoking. Although an increased percentage of smoking and alcohol consuming children and adolescents is found to be associated with well-developed social resources, the risk for drug experiences is not increased. The results prove the necessity to build up protective factors as a preventative measure. Especially in children and adolescents with weak protective factors, an increased risk of mental health problems can be expected in the presence of stressful events.