A path model was tested in an ethnically diverse sample of 350 college students in which shyness, sociability, and parental support for the college transition were related to loneliness and friendship quality. Furthermore, friendship quality and loneliness were related to depression and anxiety. High levels of shyness, low levels of sociability, and low levels of parental support were related to high levels of loneliness. High levels of parental support for the college transition were related to more positive friendship quality. Multiple regression analyses suggested that loneliness, but not friendship quality, were related to adolescents’ anxiety and depression. In addition, the interaction between shyness and sociability was significantly related to anxiety for African-American adolescents such that adolescents who reported low levels of sociability in combination with high levels of shyness reported the highest levels of anxiety. There was also a significant interaction between sociability and parental support for African-American adolescents such that high levels of sociability in combination with low levels of parental support for the college transition were related to high levels of anxiety. For White adolescents, only loneliness was related to anxiety.