Parenting practices are essential in promoting children’s mental health, especially in effective and ineffective parenting. The use of ineffective parenting practices is no longer encouraged in the west; however, it remains a common practice among Asian households. Ineffective parenting consists of inconsistent discipline, corporal punishment, and poor monitoring which may result in mental health consequences. Thus, this study assessed the mediating effects of adolescents’ self-efficacy and parental acceptance-rejection on the relationship between ineffective parenting practices and adolescents’ mental health. The current study involved a total of 761 school-going Malaysian adolescents aged 13–18 (38.5% males; M_age = 15.65; SD_age = 1.43). This study utilized a cross-sectional design where it measured adolescents’ mental health, ineffective parenting practices, parental acceptance-rejection, and adolescents’ self-efficacy. Both paternal and maternal parenting practices and acceptance-rejection were measured independently. Adolescents’ self-efficacy and perceived paternal and maternal acceptance-rejection were found to be significant mediators for ineffective parenting practices and adolescents’ mental health. Our findings suggest that ineffective parenting practices will result in perceived parental rejection and lower self-efficacy which in turn resulted in poorer mental health among adolescents. It means parents should be mindful of their parenting approaches as they have a direct and indirect impact on the mental health of their offspring.