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Summary: This review aimed to evaluate the effects of weight change from childhood to adulthood on depression and/or anxiety risk in adulthood. We systematically searched MEDLINE, PsychINFO, Embase, Cumulative Index to Nursing and Allied Health Literature, and Scopus for longitudinal studies assessing changes in weight status between childhood (≤18 years) and adulthood (≥19 years) in association with outcomes of depression and/or anxiety in adulthood. Study quality was assessed using a modified version of the Newcastle‐Ottawa Scale, and data were narratively synthesized. Seventeen articles met our inclusion criteria: 13 evaluated outcomes of depression, one evaluated outcomes of anxiety, and five evaluated composite measures of depression and anxiety. Evidence was most consistent regarding outcomes of depression, with most finding that persistent and/or increasing adiposity from childhood to adulthood is associated with an increased risk of depression, particularly in women. However, heterogeneity and limitations in the evidence preclude definitive conclusions and inconsistent findings were reported in the few studies that assessed anxiety and composite outcomes. Overall, it appears that early intervention to both prevent or resolve excess weight may aid in reducing the burden of depression, along with mental health support targeting adolescents with persistent and/or increasing adiposity. However, further high‐quality research is needed to address the methodological limitations discussed. [ABSTRACT FROM AUTHOR]