Objectives: This study aimed to examine the association between violence victimization and alcohol use among adolescents in multicultural families in South Korea. This study also investigated the mediating role of depression in the association between violence victimization and alcohol use. Methods: Data used in this study came from the 12th (2016) Korea Youth Risk Behavior Web-based Survey. Logistic regression and Baron and Kenny mediation models were used to analyze the research questions. Results: First, in the analytic sample of 831 adolescents who lived with at least one foreign-born parent, nearly one in ten experienced violence victimization, and about two in ten reported drinking alcohol. In addition, multicultural adolescents who experienced violence victimization were more likely to report drinking alcohol and experiencing depression than those who did not. Second, this study found that violence victimization was positively associated with a higher likelihood of drinking alcohol among adolescents in multicultural families. Finally, this study found that multicultural adolescents’ violence victimization was positively associated with a higher likelihood of being depressed and, in turn, with a higher likelihood of drinking alcohol. Conclusions: Based on the findings, practice and policy implications for preventing alcohol use among multi-cultural adolescents were discussed.