Background and Objectives: Adolescents’ mental health is a public health concern. The prevalence of mental disorders is increasing, and there seems to be a gender difference, with girls reporting more mental health problems than boys, especially regarding internalizing problems. Most mental disorders debut early but often remain untreated into adulthood. Therefore, early detection of mental disorders is essential. The study aimed to estimate to what extent teenagers’ self-reports of mental health problems predict probable mental diagnoses as they enter adulthood, particularly regarding gender differences. Methods: Self-reported mental health problems, Youth Self-Report (YSR) at 15 years (n = 504) from the ongoing Finnish family competence study (FFC) using modified multivariable Poisson regression analysis for prediction of DAWBA (Development and Wellbeing Assessment) interview outcomes 3 years later. Results: Recently published Results (Carlén et al., 2022) showed that one unit’s increase in YSR was estimated to correspond to an increase in the relative risk of a probable DAWBA-based diagnosis by 3.3% [RR (95% CI) 1.03 (1.03–1.04), p < 0.001]. In gender-specific analysis, the Findings applied, particularly to girls. Conclusions: Youth Self-Report (YSR) scores at pubertal age predicted the risk of a probable mental diagnosis at the onset of adulthood, particularly for girls. Further research is needed to explain the lower sensitivity of YSR among boys.