OBJECTIVE: Psychological theories emphasize the role of executive function in the mental health of adolescents. Yet, the longitudinal relationship remains poorly understood. This cohort study explored the longitudinal relationship between self-reported executive function and adolescents' mental health and potential gender differences. METHOD: Data were collected at 3 time points from 8,072 adolescents (11-15 years old) in 84 secondary schools in the United Kingdom, as part of the MYRIAD (MY Resilience In ADolescence) trial (ISRCTN86619085). The longitudinal relationship between adolescents' self-reported executive function (Behavior Rating Inventory of Executive Function, Second Edition [BRIEF-2]) and 4 mental health outcomes-well-being (Warwick-Edinburgh Mental Wellbeing Scale [WEMWBS]), social-emotional-behavioral difficulties (Strength and Difficulties Questionnaire [SDQ]), risk for depression (Center for Epidemiologic Studies Depression Scale [CES-D]), and suicidality (item-based)-was explored using 3 mixed-effects regression models. Model 1 included a composite measure of executive function; model 2 included behavioral, cognitive, and emotional self-regulation; and model 3 included 7 executive function skills. RESULTS: Better executive function (ie, lower BRIEF-2 scores) was associated with better mental health over 1 year (regression coefficient [95% CI]: well-being -0.23 [-0.24, -0.22], social-emotional-behavioral difficulties 0.24 [0.23, 0.24], risk for depression 0.33 [0.32, 0.34], and suicidality 0.02 [0.01, 0.02]). This association weakened over time for all outcomes except suicidality (model 1). Associations were strongest for emotional self-regulation (model 2) and specifically emotional control and planning (model 3). The relative role of other executive function skills (eg, working memory and self-monitoring) differed by outcome and gender. CONCLUSION: Better executive function was associated with better mental health over time. Potential intervention targets include emotional self-regulation, particularly emotional control and planning.