<p>This study examined whether adolescent depressive and anxiety symptoms were differentially associated with alcohol use behaviors, and how these associations were explained by genetic, shared, and nonshared environmental influences. Participants were from the Nonshared Environment and Adolescent Development project of same-sex twin/sibling pairs from 720 families. Twin/sibling depressive and anxiety symptoms were measured by self-report at Time 1 (<i>M</i>_age = 13.71 years, range = 9–18 years). Alcohol initiation and alcohol use severity were measured by self-report three years after Time 1 (age range = 12–21 years). Phenotypic Cholesky models were used to estimate the variance of depressive symptoms and the unique variance of anxiety symptoms (independent of depressive symptoms), and how these variances were associated with alcohol initiation and alcohol use severity. Biometric Cholesky models then estimated contributions of genetic, shared and nonshared environmental influences to these variances and covariances. Antisocial behaviors were included in all analyses to account for their associations with depressive symptoms, anxiety symptoms and alcohol use behaviors. Analyses were conducted using the full, the younger half, and the older half of the sample to explore age differences in all associations. Depressive or anxiety symptoms were not associated with alcohol use behaviors after controlling for variance shared with antisocial behaviors, although age-specific analyses suggested some potential effects to explore in future studies for late adolescence. To conclude, longitudinal associations between depressive or anxiety symptoms and alcohol use behaviors during adolescence were mainly driven by the general psychopathology factor shared between internalizing and externalizing problems.</p>