In adolescence, antisocial and depressive symptoms are moderately stable and modestly correlated with each other. We examined the genetic and environmental origins of the stability and change of antisocial and depressive symptoms and their co-occurrence cross-sectionally and longitudinally in a national sample of 405 adolescents. Monozygotic (MZ) and dizygotic (DZ) twins and full, half, and unrelated siblings 10–18 years of age from nondivorced and stepfamilies were studied over a 3-year period. Composite measures of adolescent self-reports, parent reports, and observational measures of antisocial and depressive symptoms were analysed in multivariate behavioural genetic models. Results indicated that the majority of the stability in and co-occurrence between dimensions could be accounted for by genetic factors. Nonshared environmental risks and, for antisocial symptoms, shared environmental risks also contributed to the stability. Genetic influences on change were observed, but only for antisocial behaviour. In addition, the longitudinal association between antisocial behavioural and later depressive symptoms was also found to be genetically mediated, but this effect was nonsignificant after controlling for stability. Results are discussed in light of the potential contributions of developmental behavioural genetic research in understanding individual differences in the stability and change of maladjustment.