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This study reports the development of the My Life Questionnaire (MLQ), a self-report measure of factors that protect inner-city youth against stressors such as poverty, crime, and violence. An initial pool of 23 items reflecting important protective factors was developed through focus groups with inner-city youth and clinicians working with them in a school-based mental health program. Item-total correlations and factor analysis resulted in a 12-item measure containing three factors: avoiding negative peer influences, focusing on the future, and religious involvement. Scores on the MLQ were negatively correlated with behavioral problems, supporting its validity. The measure holds promise for use in clinical and research efforts with disadvantaged urban youth.