PurposeEven though the mechanisms behind the development of depression and internalizing problems remains unknown, many different factors have been shown to increase the risk. Longitudinal studies enable the investigation of exposure during different developmental periods during childhood. This study aims to examine factors associated with depressive and internalizing problems at age 20 in terms of sociodemographic factors, previous mental health problems and stressful life events during childhood, adolescence, and early adulthood.MethodsA birth cohort of 1723 children were followed to age 20. At the 20-year follow-up, n = 731 (44%) participated. Standardized instruments were filled out at baseline and the 3-,12- and 20-year follow-ups.ResultsDepressive problems at age 20 were associated with female gender, experience of interpersonal life events reported at age 20, bullying victimization and reports on paternal mental health problems. Participants with depressive problems were also less likely to have experienced adolescence as happy and to report that their father had been a good father. Internalizing problems at age 20 were, in addition, associated with internalizing problems at age 12 and reports on maternal mental health problems. Internalizing problems were associated with a lower likelihood of experiencing adolescence as happy in the final model.ConclusionRecent events (i.e. interpersonal life events and bullying) seemed to be the most influential factors on the development of internalizing and depressive problems. Internalizing problems during childhood increased the risk for internalizing problems in early adulthood, emphasizing the importance of early intervention. Fewer factors were found to increase the risk for depressive problems compared to internalizing problems.