Our analysis employed the life-course approach to examine whether and how mental health during the preschool stage could predict mental health during adolescence in the Thai context, where migration of parents is common. We used the longitudinal data set of the 2008 and 2021 Child Health and Migrant Parents (CHAMPSEA)-Thailand. The baseline survey of CHAMSEA-Thailand gathered data from 1030 households that met the eligibility criteria, each having a child within one of the two specified age ranges (aged 3–5 or 9–11). Our analysis used the baseline data of children aged 3 to 5 years old who were 16 to 18 years old in the subsequent survey (N = 404). In both surveys, the mental health of children was measured using the SDQ (total difficulties scores), a global standard tool for assessing children's mental health. Parental migration measured whether the parent(s) were international migrants when the child was 3 to 5 years old at the baseline. Results showed a significant, positive impact of the SDQ total difficulties scores of children aged 3 to 5 on their SDQ total difficulties scores when they grew up to 16 to 18 years old. Findings also revealed that experiencing parental international migration during the early life stage led to adverse effects on individuals' mental health when they became adolescents.