The processes mediating the relations between emotion regulation and problem behaviors have not been studied. Expressive suppression refers to an emotion regulation strategy that involves efforts to inhibit one's manifestations of internal emotional states, whereas cognitive reappraisal refers to a strategy to deal with emotions by changing how one thinks about a situation. Two mediated models were tested using structural equation modeling hypothesizing that cognitive reappraisal and expressive suppression have indirect effects on internalizing and externalizing problems. Self-concept was hypothesized to mediate the relations between emotion regulation and internalizing and externalizing problems. Both models predicting internalizing and externalizing problems fit adequately. Expressive suppression was significantly associated with lower self-concept, whereas cognitive reappraisal was significantly associated with higher self-concept. Self-concept was negatively linked to adolescents’ internalizing and externalizing problems. Bootstrap methodology was used to test for the presence of mediation. The bias-corrected bootstrap confidence intervals provided evidence that self-concept is a mediator between emotion regulation strategies and internalizing and externalizing problems.