Adolescence is an important period in which an individual experiences significant changes in physical, mental and social aspects. When an adolescent with risk of having depression or anxiety disorder cannot derive appropriate treatment in an earlier stage, they may encounter a higher tendency to trigger onset of the problems in their adulthood. So the adolescent mental health is too important to neglect However, here in Macau, there is still no research investigating the issue of adolescent daily emotional problem. Therefore, this research will look into adolescent mental health in Macau, emotional problems and the relationship between thinking strategy and difficulty- handling strategy. This research uses DASS21 questionnaire, Cognitive Emotion Regulation Questionnaire (CERQ), and Pressure Manage Mode as investigation tools. 2780 pieces of questionnaires were sent out and 2766 questionnaires were successfully responded. The respondent rate is up to 99.5%. The research found that about 22% adolescent have serious anxiety symptoms. The more negative thinking strategies they adopted to face the challenges or dissatisfaction, the higher level of depression, anxiety and stress they suffered. Furthermore, the adolescent tend to avoid and neglect the problems when they undergo emotional problems.