The main aim of this study was to investigate the effect of pain complaints at baseline and mental distress at follow-up. We included adolescents from two longitudinal studies of 18/19 years of age with two corresponding cross-sectional baseline studies at age 15/16. A total of 5750 were invited for the baseline study, and we have 3-year follow-up data for 3316 (57.8% follow-up rate). All information is based on self-report. The questions of pain are asking for severe pain the past year. Mental distress is measured by Hopkins Symptoms Check List (HSCL-10). Number of pain sites increased among girls and decreased among boys from baseline to follow-up. There was a cross-sectional dose-response association between number of pain sites and mental distress at both time points. Also, in the follow-up study, there was dose-response relationship between numbers of pain sites at baseline and mental distress at follow-up even after controlling for possible confounding factors. We found no effect of mental distress at baseline on pain reports at follow-up. There is a strong association between pain at 15/16 years and mental distress at 18/19 years of age. Clinicians should therefore take pain complaints among adolescents seriously and be aware of comorbid and later development of mental health problems.