Growing evidence associates air pollution exposure with various psychiatric disorders. However, the importance of early-life (eg, prenatal) air pollution exposure to mental health during youth is poorly understood, and few longitudinal studies have investigated the association of noise pollution with youth mental health. To examine the longitudinal associations of air and noise pollution exposure in pregnancy, childhood, and adolescence with psychotic experiences, depression, and anxiety in youths from ages 13 to 24 years. This cohort study used data from the Avon Longitudinal Study of Parents and Children, an ongoing longitudinal birth cohort founded in 1991 through 1993 in Southwest England, United Kingdom. The cohort includes over 14 000 infants with due dates between April 1, 1991, and December 31, 1992, who were subsequently followed up into adulthood. Data were analyzed October 29, 2021, to March 11, 2024. A novel linkage (completed in 2020) was performed to link high-resolution (100 m2) estimates of nitrogen dioxide (NO2), fine particulate matter under 2.5 μm (PM2.5), and noise pollution to home addresses from pregnancy to 12 years of age. Psychotic experiences, depression, and anxiety were measured at ages 13, 18, and 24 years. Logistic regression models controlled for key individual-, family-, and area-level confounders. This cohort study included 9065 participants who had any mental health data, of whom (with sample size varying by parameter) 51.4% (4657 of 9051) were female, 19.5% (1544 of 7910) reported psychotic experiences, 11.4% (947 of 8344) reported depression, and 9.7% (811 of 8398) reported anxiety. Mean (SD) age at follow-up was 24.5 (0.8) years. After covariate adjustment, IQR increases (0.72 μg/m3) in PM2.5 levels during pregnancy (adjusted odds ratio [AOR], 1.11 [95% CI, 1.04-1.19]; P = .002) and during childhood (AOR, 1.09 [95% CI, 1.00-1.10]; P = .04) were associated with elevated odds for psychotic experiences. Pregnancy PM2.5 exposure was also associated with depression (AOR, 1.10 [95% CI, 1.02-1.18]; P = .01). Higher noise pollution exposure in childhood (AOR, 1.19 [95% CI, 1.03-1.38]; P = .02) and adolescence (AOR, 1.22 [95% CI, 1.02-1.45]; P = .03) was associated with elevated odds for anxiety. In this longitudinal cohort study, early-life air and noise pollution exposure were prospectively associated with 3 common mental health problems from adolescence to young adulthood. There was a degree of specificity in terms of pollutant-timing-outcome associations. Interventions to reduce air and noise pollution exposure (eg, clean air zones) could potentially improve population mental health. Replication using quasi-experimental designs is now needed to shed further light on the underlying causes of these associations.