The unprecedented Coronavirus disease 2019 (COVID-19) pandemic affected adolescents’ routines, experiences, and physical and mental health but not everybody reacted in the same way. The present longitudinal mixed-method study based in Luxembourg explores adolescents’ emotional responses to the pandemic as well as resilience factors that helped them cope with the challenges. It combines data from a survey completed in 2021 by 332 adolescents and from interviews carried out with 19 adolescents in 2020 and 2021. Overall, the results document the importance of support through family and peer relationships in order to withstand adversity. The findings may help parents, educators, and policymakers develop a supportive environment that minimizes the consequences of future negative events on adolescents.