Osteoporosis is primarily evident in postmenopausal women, but its roots are traceable to periods of growth, including during adolescence. Depression, anxiety, and smoking are associated with lower bone mineral density (BMD) in adults. These associations have not been studied longitudinally across adolescence, when more than 50% of bone accrual occurs. To determine the impact of depressive and anxiety symptoms, smoking, and alcohol use on bone accrual in girls 11-19 years, 262 healthy girls were enrolled in age cohorts of 11, 13, 15, and 17 years. Using a cross-sequential design, girls were seen for three annual visits. Outcome measures included total body bone mineral content and BMD of the total hip and lumbar spine using dual energy x-ray absorptiometry. Depressive and anxiety symptoms and smoking and alcohol use were by self-report. Higher-frequency smoking was associated with a lower rate of lumbar spine and total hip BMD accrual from ages 13-19. Higher depressive symptoms were associated with lower lumbar spine BMD across 11-19 years of age. There was no effect of depressive symptoms on total body bone mineral content, and there was no effect of alcohol intake on any bone outcome. Adolescent smokers are at higher risk for less than optimal bone accrual. Even in the absence of diagnosable depression, depressive symptoms may influence adolescent bone accrual. These findings have import for prevention of later osteoporosis and fractures.