Poor mental health in adolescent boys and girls has been linked to both in-person and online sexual harassment (SH), but studies have typically analyzed the association using a single measure. The aim of this study was to explore the associations of SH victimization using different measures and cut-off values for mental ill health among adolescents. The study used a cross-sectional design with data collected by a web-based questionnaire in 2012. Participants were 1,026 students in grades 7–9 in nine public and one independent school in Sweden. Data were analyzed with logistic regression models for the total sample and separately for girls and boys. In the total sample, all forms of victimization were significantly positively associated with all dependent variables of mental ill health irrespective of the cut-off values used. ORs ranged from 1.54 (95% CI: 1.14, 2.08) for low quality of life using a cut-off value of < 7 and SH victimization, to 5.12 [95% CI: 3.52, 7.46] for self-harm and SH and online unwanted sexual solicitation (USS) combined. Statistically significant associations were also found in the analyses stratified by gender, with a few exceptions. There were no consistent patterns in the differences between girls and boys. The results imply that questions about SH should be included in adolescent mental health research and can inform the choice of measures used to assess mental ill health. The consistent associations shown for SH victimization and mental ill health should be of interest for policy makers for adolescent health promotion.