The aim of the research was to examine the relation between school attachment and involvement in adolescent risk behaviour and the role of loneliness in that relationship. Participants were 363 students of secondary vocational schools (First and Second High School Beli Manastir) and the Grammar School Beli Manastir. Instruments used in this study were School Engagement Scale (Fredericks, Blumenfeld, Friedel, & Paris, 2003), Risk Behaviour Scale (Ricijaš, Krajcer, & Bouillet, 2010) and the short-form of UCLA Loneliness Scale (Allen & Oshagan, 1995). Differences were found regarding gender, age and type of school. Boys are more emotionally attached to school, prone to truancy and consuming psychoactive substances and aggressive bahaviour while girls are more prone to languor and distraction. The results suggest a decrease in attachment regarding age, but also an increase in risk behaviours, except aggressive bahaviour. Students of three-year vocational school are more attached to school, they more often show risk behaviours than students of grammar school, while languor and distraction are on the lowest level in vocational school’s students. The results show statistically significant negative correlation among all forms of school attachment and adolescent risk behaviours. The results of hierarchical regression analysis show that behavioural and cognitive attachment are negative predictors of languor and distraction, cognitive attachment is a negative predictor of truancy and consuming psychoactive substances and behavioural attachment is a negative predictor of aggressive behaviour. Also, loneliness is a positive predictor of languor and distraction but has no mediation role in relations between school attachment and risk behaviours.