Research indicates belonging to a gay, lesbian, and bisexual (GLB) support group is indirectly associated with fewer depressive symptoms, via higher levels of sense of belonging to the general community. The current study extended this research by testing a path model to determine whether school, teacher, and peer connectedness are influenced by sense of belonging to a community GLB youth group. A sample of 82 Australian GLB adolescents aged 14 to 18 years who currently attend high school completed the Center for Epidemiologic Studies Depression Scale, the Psychological Subscale of the Sense of Belonging Instrument, and the Social Questionnaire for Secondary Students. Results indicated very good model fit. Higher levels of belonging to a community GLB youth group were associated with higher levels of school, teacher, and peer connectedness, but only peer connectedness was directly associated with depressive symptoms. Higher levels of school and teacher connectedness were associated with higher levels of peer connectedness. Interventions aimed at increasing belonging to a community GLB youth group may have indirect benefits for the mental health of GLB adolescents, via higher levels of school, teacher, and peer connectedness.