We examined trajectories of multiple health risk behavior (MHRB) patterns throughout adolescence, and changes in mental health from childhood to young adulthood. Further, we assessed how continuity or onset of MHRBs overall were associated with subsequent changes in mental health, and whether this varied by type of MHRBs. We used six waves of the prospective Dutch TRAILS study (2001-2016; n = 2229), covering ages 11 until 23. We measured MHRBs (substance use: alcohol misuse, cannabis use, smoking; and obesity-related: overweight, physical inactivity, irregular breakfast intake) at three time points during adolescence. We assessed mental health as Youth/Adult Self-report total problems at ages 11 and 23. Latent class growth analyses and ANOVA were used to examine longitudinal trajectories and associations. We identified six developmental trajectories for the total of MHRBs and mental health. Trajectories varied regarding likelihood of MHRBs throughout adolescence, mental health at baseline, and changes in mental health problems in young adulthood. We found no associations for the continuity of overall MHRBs throughout adolescence, and neither for early, mid- or late onset, with changes in mental health problems in young adulthood. However, continuity of MHRBs in the obesity-related subgroup was significantly associated with an increase in mental health problems. Adolescents with the same MHRB patterns may, when reaching adulthood, have different levels of mental health problems, with mental health at age 11 being an important predictor. Further, involvement with obesity-related MHRBs continuously throughout adolescence is associated with increased mental health problems in young adulthood.