Research carried out in different cultural contexts shows that the use of exclusively coercive disciplinary measures does not improve the behavior of those punished, and may even increase the risks underpinning those behaviors. The aim of this research was to study whether there is a link between repeatedly suffering punishment at school and psychosocial risks in adolescence. A non-experimental design was implemented with selected groups. The participants were 507 adolescents from four groups with different risk levels: in social protection (n = 189); subject to court measures (n = 104); in treatment for drug abuse (n = 25); and comparison group (n = 189). A questionnaire was applied collectively. The variables measured were school punishments, violence, drug consumption and commission of crimes. The mild punishments variable predicted and increased the probability of consuming alcohol, tobacco and cannabis by 34% (95% CI [1.1, 1.5]), and increased the probability of using illegal drugs by 11% (95% CI [1.11, 1.30]). Te severe punishments variable increased the probability of using illegal drugs by 86% (95% CI [1.41, 2.49]) and increased the probability of committing crimes by 40% (95% CI [1.13, 1.73]). School punishments, particularly if severe, stand as a visible indicator of psychosocial risk. Behaviors subjected to punishment should alert us to the need to intervene with individuals who manifest them for which the use of exclusively coercive measures is ineffective. A wider educational intervention is required to help them find their place in school instead of excluding them from it.