Comorbid major depression (MD) and alcohol use disorder (AUD), particularly in adolescents, have been shown to be associated with poorer subsequent MD outcomes.Longitudinal data were used to model associations between a four-level classification of MD/AUD during the period 15–18 years (neither; MD-only; AUD-only; comorbid MD/AUD) and MD over the period 18–35 years. These associations were then adjusted for confounding by a series of factors measured in childhood.The three disorder groups had rates of adult MD during the period 18–35 years that were significantly (p<.05) higher than that of the group with no disorder. Furthermore, those in the comorbid MD/AUD group had significantly (p <.05) higher rates of adult MD than those in the AUD-only group, and marginally (p <.10) higher rates of adult MD than those in the MD-only group. After adjustment for confounding, the difference in rates of adult MD between the MD-only group and the MD/AUD group were no longer statistically significant. The factors that explained the associations were gender, childhood behavior problems, and exposure to physical and sexual abuse.The data were obtained by self-report, and may have been subject to biases.The results of these analyses suggest that marginally higher rates of depression to age 35 amongst the comorbid MD/AUD group were explained by increased exposure to adverse childhood circumstances amongst members of the comorbid group. Adolescent MD/AUD comorbidity is likely to be a risk marker, rather than a causal factor in subsequent MD.