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Adolescent mental health is a growing global concern, with depressive and anxiety symptoms on the rise over recent decades. The significance of supportive social relationships, particularly within family and peer groups, is well-established in research. However, limited evidence exists on the impact of social relationships in predicting the developmental trajectories of mental health problems over time. This study aims to fill this gap by identifying groups with distinct trajectories of depressive and anxiety symptoms among adolescents and exploring the impact of various factors, including family relationships, peer relationships, sex, and country of origin, on predicting individuals' likelihood of belonging to specific trajectories. Data come from a community sample of Swedish young people born in 1997 and 1999 (N = 1834, 50% female) and followed over 12 years (four waves conducted at three-year intervals). The Group-Based Trajectory Modeling (GBTM) was used to identify profiles of young people longitudinally. Moreover, multinomial logistic regression models were conducted to examine the predictive effects of social relationships, sex and country of origin on depressive and anxiety symptom trajectories. Four groups were identified for both depression (Stable-Low, Declining, Rising-D, Persistent High) and anxiety (Low and Declining, Stable-Moderate, Rising-A, High). Positive social relationships with family and peers emerged as robust predictors across depressive and anxiety symptom trajectories. Female participants consistently exhibited higher mean scores of depressive and anxiety symptoms than males, while participants originating from countries outside the Nordic region were at higher risk of belonging to risky depressive symptom trajectory groups. These findings highlight the critical importance of strengthening supportive family and peer environments for preventive strategies and targeted interventions in adolescent mental health.