Childhood disadvantage is associated with increased adult psychological distress, but the role of behavioral risk factors in the pathway remains unclear. We examined whether behavioral risk factors mediate the effects of childhood disadvantage on adult psychological distress. We used the Helsinki Health Study data of employees of the City of Helsinki, Finland, aged 19-39 (mean age 32.0) years at baseline (2017). We included women (n = 2397) and men (n = 586) who responded to both baseline and follow-up (2022) surveys. At baseline, eight types of childhood disadvantage were asked retrospectively, and six adult behavioral risk factors were included. Psychological distress was measured by the DASS-21 at follow-up. We conducted mediation analyses using generalized structural equation modeling. Among women, we found indirect path effects of childhood disadvantage on adult psychological distress through behavioral risk factors (symptoms of depression: β = 0.68, 95% CI 0.20-1.17; anxiety: β = 0.54, 95% CI 0.13-0.95; and stress: β = 0.69, 95% CI 0.20-1.09). Among men, childhood disadvantage contributed only directly to adult depressive (β = 0.71, 95% CI 0.16-1.26) and stress (β = 0.61, 95% CI 0.10-1.13) symptoms. Our findings suggest that behavioral risk factors can mediate some of the adverse effects of childhood disadvantage on adult psychological distress among women.