An increase in anxiety, depressed mood and sleep problems has been observed among adolescents. These symptoms have high rates of comorbidity and shared psychological processes have been proposed as maintaining factors. This study examined the occurrence and development of individual profiles of depressive symptoms, anxiety and sleeps problems and investigated them in relation to catastrophic thinking and cognitive avoidance. We used longitudinal data from a community sample of 379 senior high school students at two time points, one year apart. Five clusters were identified: a low scores cluster, a sleep problems cluster, a comorbidity cluster (high on all variables), a low mood cluster and a cluster with elevation on anxiety and depressed mood (“distress”). In general, the clusters showed stability across time. However, for the low mood and “distress” cluster, there was also an increased odds of developing sleep problems. The comorbidity and the “distress” cluster displayed the highest levels of catastrophic thinking. In conclusion, symptom patterns differed among adolescents and were stable over time. Anxiety and/or depressive symptoms were a risk factor for the development of sleep problems. Symptom constellations were related to differences in catastrophic thinking and cognitive avoidance and this may explain maintenance and exacerbation of problems over time.