“Low expectation of success” is proposed as a factor in relation to problem behavior in the comprehensive theoretical model of problem behavior (CTMPB). Based on the framework of CTMPB, this study aimed to further examine the association between confidence in the future (including parental confidence in the adolescent future and adolescent self-confidence in the future in this study) and problem behavior. A nationwide representative sample data from the China Education Panel Survey (CEPS) were used in this study. A total of 8328 middle school students and their parents were included. Among the students, 4081 (49.0%) were boys, the mean age was 14.53 years (SD = 0.70); among the parents, 3908 (46.9%) were male, the mean age was 41.15 years (SD = 5.14). The results reveal that parental confidence in adolescent future (PCAF) can play a role in adolescent problem behavior through adolescent perceived parental confidence in adolescent future (APPCAF) and adolescent self-confidence in the future (ASF). Low levels of both PCAF and ASF are vulnerability risk factors in adolescent problem behavior. Lowering PCAF and ASF might increase the likelihood of engaging in problem behavior. However, this study was based on cross-sectional data only and is required to be supported by further experimental or longitudinal studies.