This longitudinal study explores differences between native Dutch and immigrant Moroccan adolescents in the relationship between internalizing and externalizing problems across time. By using generalized estimating equations (GEE), the strength and stability of associations between internalizing and externalizing problems in 159 Moroccan and 159 Dutch adolescents was studied over a period of 4 years. No differences in strength of co-occurring problems were found between Moroccan and Dutch adolescents. However, for Moroccan adolescents, associations between problems increased over time, whereas in Dutch adolescents, associations remained stable. The increase of co-occurring problems may be a result of undertreatment and increasing complexity of problems in Moroccans during adolescence. The results of this study imply that investigating processes leading to co-occurring problems in subgroups of adolescents, such as immigrant youths, is needed to optimize prevention and intervention efforts.