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Background: Conspiracy beliefs have become widespread throughout the COVID-19 pandemic. Previous studies have shown that endorsing conspiracy beliefs leads to lower protective guideline adherence (i.e., wearing face masks), posing a threat to public health measures. The current study expands this research across the lifespan, i.e., in a sample of adolescents with mental health problems. Here, we investigated the association between conspiracy beliefs and guideline adherence while also exploring the predictors of conspiracy beliefs. Methods: N = 93 adolescent psychiatric outpatients (57% female, mean age: 15.8) were assessed using anonymous paper–pencil questionnaires. Endorsement of generic and COVID-19 conspiracy beliefs was assessed, in addition to items measuring adherence to protective guidelines and mental health (stress, depressive symptoms, emotional/behavioral problems, and adverse childhood experiences). Multiple regressions and supervised machine learning (conditional random forests) were used for analyses. Results: Fourteen percent of our sample fully endorsed at least one COVID-19 conspiracy theory, while protective guidelines adherence was relatively high (M = 4.92, on a scale from 1 to 7). The endorsement of COVID-19 conspiracy beliefs—but not of generic conspiracy beliefs—was associated with lower guideline adherence (β = − 0.32, 95% CI − 0.53 to − 0.11, p <.001). Conditional random forests suggested that adverse childhood experiences and peer and conduct problems were relevant predictors of both conspiracy belief categories. Conclusion: While a significant proportion of our sample of adolescents in psychiatric treatment endorsed conspiracy beliefs, the majority did not. Furthermore, and to some degree, contrary to public perception, we found that adolescents show relatively good adherence to public health measures—even while experiencing a high degree of mental distress. The predictive value of adverse childhood experiences and peer/conduct problems for conspiracy beliefs might be explained by compensatory mechanisms to ensure the safety, structure, and inclusion that conspiracies provide. [ABSTRACT FROM AUTHOR]