Prior to the COVID-19 pandemic, adolescents in most countries experienced a syndemic of malnutrition, obesity, deprivation, mental health problems, inequalities, and the effects of climate change. Today, other factors have added to this burden during the pandemic, and it is important to have an updated reflection. We aimed to assess the risk and protective factors for COVID-19-related adolescent mortality and morbidity in the European region. Three double models were fitted to analyze the relationship between different factors with the number of diagnosed cases and deaths. The 1a and 1b use a multiple Poisson regression. The 2a and 2b are optimized models that use the same variables as prior models but with backward selection with a p value < 0.05 as the limit. Finally, the 3a and 3b models (backward stepwise multivariable Poisson regression) include the variable “fully vaccinated.” All models used the at-risk population (15–19 years or total population) as a regression covariate (offset). Increased access to quality healthcare (IRR 0.68; CI 0.55–0.84), increased private sector involvement (IRR 0.86; CI 0.82–0.90), Gini coefficient (IRR 0.93; CI 0.88–0.99), and full vaccination (IRR 0.94; CI 0.90–0.99) represent protective factors of COVID-19 mortality in this population. Additionally, a positive association between pollution and mortality was found. Conclusion: Being fully vaccinated and having access to quality medical care are protective factors against COVID-19 mortality in this age group. Interestingly, the more the pollution, the greater the risk of dying from COVID-19. We stress the great importance of coordination between the public and private sectors to address crises such as the current one. What is Known: • Compared to other age groups, adolescents have been little studied, and most studies focused on mental health during the COVID-19 pandemic. What is New: • In this study, we show how in 19 European countries, different factors interact, such as socio-demographic, environmental, health system, and control measures with morbidity and mortality by COVID-19, in a very little studied age group as teenagers.