Using a longitudinal community study of 360 subjects, familial and behavioral-emotional characteristics were assessed in early childhood at ages 5, 6, and 9 years. At age 21 years, the Diagnostic Interview Schedule, Version III-Revised, provided lifetime diagnoses of major depression and drug abuse and dependence. Results indicated that sibling substance use disorders predict depression and drug disorders for both males and females. Feelings of anxiety, depression, and peer rejection were general predictors for females. Specific risk factors for depression were parental depression and anxious or depressed behavior in both sexes and peer problems for males. Specific risk factors for drug abuse and dependence were larger family size, lower socioeconomic status, hyperactivity, attention problems, and aggression. Parental substance abuse and having younger parents were specific risk factors for drug disorders in males. The authors conclude that familial and behavioral-emotional risk factors for depression and drug disorders are primarily specific, suggesting separate pathways, and that unique perspectives of multiple informants may facilitate early identification. 50 references and 2 tables