Sense of coherence (SOC) is receiving increasing attention from a number of disciplines interested in the study of adolescent positive development. Given the significant links between SOC and well-being, attention is now moving to the precursors of SOC. The aim of this study was to analyze the contribution of relationships with parents and teachers (contextual factors) to young people’s SOC while taking into account the potential role of individual differences in prosociality and hyperactivity-inattention (individual factors). The sample consisted of 2,979 adolescents aged 15–18 who had participated in the 2010 edition of the World Health Organization (WHO) survey ‘Health Behaviour in School-aged Children’ (HBSC) in Spain. Data were collected by means of anonymous online questionnaires, and statistical analyses included factorial analysis of variance (ANOVA) and analysis of covariance (ANCOVA). Both contextual and individual factors made significant contributions to the adolescents’ SOC. Importantly, the significance of relationships with parents and teachers remained once prosociality and hyperactivity-inattention were taken into account.