Many adult mental disorders have their origins in childhood yet our knowledge about this largely comes from studies assessing adults utilising retrospective recall of age of onset. In this systematic review we evaluate the current state of knowledge of how childhood exposure to mental health problems is associated with adult mental disorders using data from prospective longitudinal studies. We identified 40 studies that assessed mental health in childhood or adolescence and reassessed adults for mental disorders. Although there was substantial heterogeneity across studies in terms of methodology and findings, there was a clear pattern that experiencing mental health problems prior to 14 years of age increases risk of adult mental disorder. Importantly, elevated symptoms rather than diagnosis in childhood were generally more strongly associated with adult disorder. These findings provide strong support for the argument that prevention needs to be targeted to children in the primary school years and early intervention efforts to those who are beginning to experience elevated symptoms rather than waiting until a diagnosable disorder is evident.