Biological and psychosocial factors are recognized contributors to the worldwide burden of asthma. However, the relationship between psychosocial factors and asthma symptoms among students in low- and middle-income countries remains underexplored. We aimed to identify socioeconomic, environmental, psychosocial, family-related and lifestyle factors associated with the self-reporting of asthma symptoms in Brazilian adolescents. This is a cross-sectional study using data from the 2012 PeNSE survey ( = 109,104). We analyzed the following variables: socioeconomic conditions, demographic characteristics, lifestyle, family context and dynamics, psychosocial indicators, smoking, and exposure to violence. Our outcome variable was the self-report of asthma symptoms in the past 12 months. The prevalence of wheezing was 22.7% (21.5⁻23.9). After adjusting for sex, age and the variables from higher hierarchical levels, exposure to violence (feeling unsafe at school, being frequently bullied, being exposed to fights with firearms) and physical aggression by an adult in the family were the environmental factors that showed the strongest associations with self-reporting of asthma symptoms. For psychosocial indicators of mental health and social integration, feelings of loneliness and sleeping problems were the strongest factors, and among individual behavioral factors, the largest associations were found for tobacco consumption. Our findings were consistent with previous studies, showing an association between self-reported asthma symptoms and socio-economic status, family context and dynamics, psychosocial indicators of mental health, exposure to violence and social integration, as well as a sedentary lifestyle and tobacco use.