Considering that externalising behaviour problems are one of the most prominent psychopathologies, it is important to investigate the interplay of individual and environmental factors that are associated with such behaviours. Although previous literature revealed associations between parenting dimensions, callous-unemotional traits, and externalising behaviour problems, only a few studies examined these simultaneously during adolescence. The current study investigated the association between parental warmth/coercion and aggression/rule-breaking behaviour, and to determine whether these associations are mediated by callous-unemotional trait dimensions. A sample of 462 adolescents completed a questionnaire assessing callous-unemotional traits and externalising behaviour problems, and their parents completed a parenting style questionnaire. A path model revealed that parental warmth had a negative direct effect on the dimensions callousness and uncaring, which in turn had a positive effect on aggression and rule-breaking behaviour. Parental coercion had a positive direct effect on unemotionality, which was not associated with aggression and rule-breaking behaviour. Only parental warmth had an indirect effect onto externalising behaviour problems via callous-unemotional traits. Our findings demonstrate that even during adolescence, parenting remains an important factor for callous-unemotional traits and externalising behaviour problems. The unique differences between the parenting dimensions and the callous-unemotional trait dimensions have interesting implications for future research.