ADHD and ASD are highly heritable and show a high co-occurrence and persistence into adulthood. This study aimed to identify pre and perinatal risk factors, and early psychosocial exposures related to later diagnosis of ADHD, ASD, and their co-occurrence. 16,365 children born 1997–1999 and their families, involved in the prospective population-based ABIS study (All Babies in Southeast Sweden), were included in this sub-study. Pre and perinatal factors and early environmental psychosocial exposures were collected from parental-questionnaires at birth and 1-year follow-up. Diagnoses from birth up to 23 years of age were obtained from the Swedish National Diagnosis Register in 2020. The cumulative incidence of ADHD, ASD, and their co-occurrence in the ABIS-cohort Study were 4.6%, 1.7%, and 1.1%, respectively. Being male was associated with an increased risk for ADHD, ASD, and their co-occurrence (aOR 1.30, 1.56, and 1.91, respectively), while higher household income reduced it (aOR 0.82, 0.73, and 0.64). Serious life events during pregnancy (aOR 1.40) and maternal smoking (aOR 1.51) increased the risk of ADHD, while older maternal age (aOR 0.96), higher parental education (aOR 0.72 maternal and aOR 0.74 paternal) and longer exclusive breastfeeding (aOR 0.72) reduced it. Non-Swedish paternal nationality (aOR 0.40) and higher maternal education (aOR 0.74) were associated with a lower risk of ASD, while a family history of autoimmune diseases increased the risk of the co-occurrence of both disorders (aOR 1.62). Obtained results suggest that the etiology of ADHD, ASD, and their co-occurrence is independently associated with environmental psychosocial predictors. The co-occurrence seems to overlap the etiology of ADHD, in which psychosocial determinants have a larger role, however, it is also independently influenced by a family history of autoimmune diseases.