Systematic research about the continuity of mental health problems from childhood to adolescence is limited, but necessary to design effective prevention and intervention strategies. We used a population-based representative sample of Greek adolescents, followed-up from birth to the age of 18 years, to assess early influences on and the persistence of mental health problems in youth. We examined the role of peripartum, early development and parental characteristics in predicting mental health problems in childhood and adolescence. Results suggest a strong relationship between behavioural problems in childhood and adolescence for both genders, while emotional problems were more likely to persist in boys. Age and sex-specific models revealed significant positive associations between higher scores on the behavioural and emotional problems scales and higher frequency of accidents in preschool years, physical punishment in early childhood, lack of parental interest in child's school and activities, and perceived maternal stress in all children. Perceived paternal stress was associated with higher scores on the Total and Internalizing problems scales in the total population. Our results suggest that early interventions are necessary as mental health problems strongly persist from childhood to late adolescence. The adverse effects of parental stress and poor care-giving practices on child's psychopathology need to be recognised and improved.