Past research provides strong evidence that adverse life events heighten the risk of delinquent behavior among adolescents. Urban informal (slum) settlements in sub-Saharan Africa are marked by extreme adversity. However, the prevalence and consequences of adverse life events as well as protective factors that can mitigate the effects of exposure to these events in slum settlements is largely understudied. We examine two research questions. First, are adverse life events experienced at the individual and household level associated with a higher likelihood of delinquent behavior among adolescents living in two slums in Nairobi, Kenya? Second, are parental monitoring, religiosity, and self-esteem protective against delinquency in a context of high adversity?