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Background.Generalized anxiety disorder (GAD) and panic disorder (PD) differ in their biology and co-morbidities. We hypothesized that GAD but not PD symptoms at the age of 15 years are associated with depression diagnosis at 18 years.Method.Using longitudinal data from the Avon Longitudinal Study of Parents and Children (ALSPAC) birth cohort we examined relationships of GAD and PD symptoms (measured by the Development and Well-Being Assessment) at 15 years with depression at 18 years (by the Clinical Interview Schedule – Revised) using logistic regression. We excluded adolescents already depressed at 15 years and adjusted for social class, maternal education, birth order, gender, alcohol intake and smoking. We repeated these analyses following multiple imputation for missing data.Results.In the sample with complete data (n = 2835), high and moderate GAD symptoms in adolescents not depressed at 15 years were associated with increased risk of depression at 18 years both in unadjusted analyses and adjusting for PD symptoms at 15 years and the above potential confounders. The adjusted odds ratio (OR) for depression at 18 years in adolescents with high relative to low GAD scores was 5.2 [95% confidence interval (CI) 3.0–9.1, overall p < 0.0001]. There were no associations between PD symptoms and depression at 18 years in any model (high relative to low PD scores, adjusted OR = 1.3, 95% CI 0.3–4.8, overall p = 0.737). Missing data imputation strengthened the relationship of GAD symptoms with depression (high relative to low GAD scores, OR = 6.2, 95% CI 3.9–9.9) but those for PD became weaker.Conclusions.Symptoms of GAD but not PD at 15 years are associated with depression at 18 years. Clinicians should be aware that adolescents with GAD symptoms may develop depression. [ABSTRACT FROM PUBLISHER]