Environmental (e.g., socio-cultural context), individual (e.g., genetic makeup), and interpersonal (e.g., caregiver–children relationships) factors can play a crucial role in shaping the development of the teenagers’ personality. In this study, we focused on the Socio-Cultural Level that designates the set of preferences, knowledge, and behaviors that characterize an individual’s way of life and depend on his or her cultural, social, and economic resources. We studied the relationship between Socio-Cultural Level (personal, maternal, and paternal) and Big Five personality traits of 191 teenagers living in the same geographical area. Results showed that Socioeconomic Status (i.e., parental education level and occupational prestige), which is the only dimension generally measured in investigations on Socio-Cultural Level, was not related with personality. In contrast, Cultural Capital and Social Capital were associated with different personality traits. Personal Cultural Capital was related to Openness to experience of boys and girls and to Extraversion of girls; personal Social Capital was related to Extraversion of girls, Emotional stability of boys, and Agreeableness of both boys and girls; maternal Cultural Capital was associated with Openness to experience of daughters. Overall, the personality of teenagers was more related to their own Cultural and Social Capital than to the Cultural and Social Capital of their parents. Moreover, the relationship between Cultural Capital and Social Capital of boys/girls and of fathers/mothers was moderate in strength. It seems that parents influence the development of personality of their teenagers indirectly, their Socio-Cultural Level shaping the Socio-Cultural Level of their sons and daughters.