To develop satisfactorily, adolescents require good health-related quality of life (QOL, including physical health, psychological health, social relationships and living environment). However, for poorly understood reasons, it is often lacking, especially among immigrants with lower family and socioeconomic resources. This study assessed health-related QOL of European and non-European immigrant adolescents and the contributions of socioeconomic difficulties, unhealthy behaviors, and violence. It included 1,559 middle-school adolescents from north-eastern France (mean age 13.5, SD 1.3; 1,451 French adolescents, 54 European immigrants and 54 non-European immigrants), who completed a self-administered questionnaire including sex, age, socioeconomic characteristics (family structure, parents’ education, occupation, and income), unhealthy behaviors (uses of tobacco/alcohol/cannabis/hard drugs, obesity, and involvement in violence), having sustained violence, sexual abuse, and the four QOL domains measured with the World Health Organization’s WHOQOL-BREF (poor: score < 25PthP percentile). Data were analyzed using logistic regression models. Poor physical health, psychological health, social relationships, and living environment affected more European immigrants (26% to 35%) and non-European immigrants (43% to 54%) than French adolescents (21% to 26%). European immigrants had a higher risk of poor physical health and living environment (gender-age-adjusted odds ratio 2.00 and 1.88, respectively) while non-European immigrants had a higher risk for all poor physical health, psychological health, social relationships, and living environment (3.41, 2.07, 3.25, and 3.79, respectively). Between 20% and 58% of these risks were explained by socioeconomic difficulties, parts of which overlapped with unhealthy behaviors and violence. The associations between the two sets of covariates greatly differed among French adolescents and immigrants. Poor QOL was more common among European and non-European immigrants due to socioeconomic difficulties and associated unhealthy behaviors and violence. The different risk patterns observed between French adolescents and immigrants may help prevention.