Aim Research has indicated a rise in the prevalence of depression and anxiety among adolescents over the past three decades. However, the factors underpinning increases in mental health difficulties remain poorly understood. This study examines psychological, social and environmental risk and protective factors that may explain changes in depression and anxiety among adolescents. 

Methods Data were taken from two nationally representative My World Surveys of adolescents aged 12–19 years in 2012 (N = 5,490) and 2019 (N = 9,844). Survey data on depression and anxiety and a range of potential risk (e.g., alcohol use, psychotic symptoms) and protective factors (e.g., resilience, self-esteem) were assessed at both time points. Multiple group analyses assessed whether the predictive ability of risk/protective factors changed from wave 1 to wave 2.

Results Results showed that the prevalence of depression and anxiety increased significantly between 2012 and 2019, particularly among females. Predictors accounted for between 37% and 61% of the variance in outcomes across waves. While some risk/protective factors were consistent predictors of depression and anxiety at both waves (e.g., bullying, discrimination, optimism), reporting female gender and having higher formal help-seeking tendencies more strongly predicted anxiety at wave 2, while lower self-esteem and lower resilience (personal competence) strongly predicted both depression and anxiety at wave 2.

Conclusion Findings highlight the need to prioritize adolescent mental health service provision, especially in females. Self-esteem and resilience are potentially important targets for supporting adolescent mental health. Further research is required to understand the causal factors associated with increases in anxiety and depression.