Sexual/gender minority (Sexual/gender minority people are also referred to as Lesbian, Gay, Bisexual, Transgender, Queer) youth are more likely than cisgender heterosexual youth to exhibit depressive symptoms and be victimized. School climate research indicates that the presence of a Gay–Straight Alliance (a Gay–Straight Alliance or Gender-Sexuality Alliance is also referred to as a GSA and is a youth group to support sexual/gender minority youth), a supportive school climate, and seeking help from teachers are associated with more positive mental health outcomes; however, they are not typically measured together. This study uses a survey that measures all four measures of school environment with a national sample of 240 sexual/gender minority high school students ages 14–18 (mean age 15.77) where 53% of participants had a Gay–Straight Alliance in their school. The sample is 53% cisgender, 100% sexual minority and 62% white. Adjusting for demographics and presence of a Gay–Straight Alliance, fewer depressive symptoms were associated with lower help-seeking intentions for suicidal thoughts. The presence of Gay–Straight Alliance was not statistically associated with past-month help-seeking intentions or behaviors. Additionally, a more supportive school climate was associated with lower anxiety and depressive symptoms. However, the presence of a Gay–Straight Alliance was not statistically associated with anxiety or depressive symptoms. These findings suggest that a supportive school climate and supportive school personnel may be important for supporting the mental health of sexual/gender minority students.