Carrying weapons is a significant social and public health problem worldwide, especially among adolescents. The present study examined the association between weapon carrying and related risk behaviors among Thai adolescents. A cross-sectional study of 2,588 high school and vocational school students aged 11 to 19 years from 26 schools in Bangkok, Thailand, was conducted in 2014. This study found that 7.8% of youth reported having carried a weapon in the past 12 months. The high prevalence of weapon carrying was reported by male students, and males were more likely to have reported carrying a weapon than females. The association between weapon carrying and the health risk behaviors like drinking, smoking, any drug use, and physical fighting were significant with higher odds of weapon carrying in all models. Among males, weapon carrying was related to drinking and smoking, any drug use, physical fighting, and school type. Among females, suicidal thoughts were significantly related along with drinking and smoking, any drug use, and physical fighting. Having a mother who used substances was significant only among females. These data could be used for further interventions about weapon carrying to reduce violence.