Youth with mental disorders are at elevated risk to experience violent victimization compared to the general population, and several risk factors have been identified. Less understood are factors that promote protection from victimization. Using the resilience perspective, the relationship between risk, protective factors, and violent victimization of youth with mental disorders are investigated. Because there are differential effects across sex on risk factors that are connected to victimization for this population, sex differences on risk and protective factors are also explored. Multivariate logistic regression and predicted probability models split on sex are used to explore how risk and protective factors impact violent victimization. Sex-specific differences in protective factors and violent victimization are discussed, and recommendations for policy and clinicians are explored.