Aim: The mental health problems of adolescents are important in relation to their future health and life course. The aim of this study was to investigate perceived stress in adolescence as a marker for later mental disorders. Methods: The data consisted of a combination of questionnaire and register data for 11,929 adolescents. Perceived stress was measured using Cohen’s Perceived Stress Scale divided into low, moderate and high perceived stress. Mental disorder was identified using the ICD-10 codes for Mental and Behavioural Disorders classified into whether the adolescents were diagnosed or not. Logistic regression was used to examine the prospective association between perceived stress and mental disorders during about 12 months of follow-up, including the adolescents self-rated health, sex and parental education. Results: In total, 247 adolescents (2.1%) were diagnosed with a mental disorder during follow-up. The perceived stress of the adolescents was associated with mental disorders, yielding two-fold higher odds of developing a mental disorder for adolescents reporting moderate perceived stress and six-fold higher odds among adolescents reporting high perceived stress in the adjusted model. Conclusions: Adolescents with high levels of perceived stress were more likely to develop a mental disorder. Interventions to reduce perceived stress among adolescents could therefore potentially help to identify groups at high risk for later mental disorders.