This present study investigated the roles identity capital and school's socio-economic status have on adolescent worry about future education, employment, and social status. The 354 participants were 14- to 15-year-old students from affluent (56.8%) and disadvantaged (43.2%) Finnish lower secondary schools. Structural equation modelling was used to test the hypothesis that a higher level of family-related identity capital is connected to a lower level of future worry, and that this connection is mediated through intrapersonal forms of identity capital, specifically academic self-concept and general self-efficacy. Adolescent future worry was also examined across school status with an independent samples t-test. The findings suggest that, in the relatively equal societal context in Finland, adolescents are rather confident about their future education, employment, and social status regardless of the socio-economic status of the school they attend, and when their level of identity capital is high the future worry decreases further.