Adolescents exposed to violence are at elevated risk of developing most forms of psychopathology, including depression, anxiety, and alcohol abuse. Prior research has identified emotional reactivity and difficulties with emotion regulation as core mechanisms linking violence exposure with psychopathology. Scant research has examined behavioral responses to distress as a mechanism in this association. This study examined the association of violence exposure with distress tolerance—the ability to persist in the face of distress—and whether lower distress tolerance linked violence exposure with subsequent increases in depression, anxiety, and alcohol abuse problems during adolescence. Data were collected prospectively in a sample of 287 adolescents aged 16–17 (44.3% male; 40.8% White). At Time 1, participants provided self-report of demographics, violence exposure, and psychopathology, and completed a behavioral measure of distress tolerance, the Paced Auditory Serial Addition Task. Four months later, participants (n = 237) repeated the psychopathology assessments. Violence exposure was associated with lower distress tolerance (β = -.21 p = .009), and elevated concurrent psychopathology (β = .16-.45, p = .001-.004). Low distress tolerance was prospectively associated with greater likelihood of abusing alcohol over time (OR = .63, p = .021), and mediated the association between violence exposure and greater levels (β = .02, 95% CI [.001, .063]) and likelihood (OR = .03, 95% CI [.006, .065]) of alcohol use over time. In contrast, low distress tolerance was not associated concurrently or prospectively with internalizing symptoms. Results persisted after controlling for socio-economic status. Findings suggest that distress tolerance is shaped by early experiences of threat and plays a role in the association between violence exposure and development of problematic alcohol use in adolescence.