Background: Negative life events (NLEs) increase the risk for externalizing behaviors (EBs) and internalizing behaviors (IBs) in adolescence and adult psychopathology. DNA methylation associated with behavioral problems may reflect this risk and long-lasting effects of NLEs. Methods: To identify consistent associations between blood DNA methylation and EBs or IBs across adolescence, we conducted longitudinal epigenome-wide association studies (EWASs) using data from the IMAGEN cohort, collected at ages 14 and 19 years (n = 506). Significant findings were validated in a separate subsample (n = 823). Methylation risk scores were generated by 10-fold cross-validation and further tested for their associations with gray matter volumes and NLEs. Results: No significant findings were obtained for the IB-EWAS. The EB-EWAS identified a genome-wide significant locus in a gene linked to attention-deficit/hyperactivity disorder (ADHD) (IQSEC1, cg01460382; p = 1.26 × 10⁻⁸). Other most significant CpG sites were near ADHD-related genes and enriched for genes regulating tumor necrosis factor and interferon-γ signaling, highlighting the relevance of EB-EWAS findings for ADHD. Analyses with the EB methylation risk scores suggested that it partly reflected comorbidity with IBs in late adolescence. Specific to EBs, EB methylation risk scores correlated with smaller gray matter volumes in medial orbitofrontal and anterior/middle cingulate cortices, brain regions known to associate with ADHD and conduct problems. Longitudinal mediation analyses indicated that EB-related DNA methylation were more likely the outcomes of problematic behaviors accentuated by NLEs, and less likely the epigenetic bases of such behaviors. Conclusions: Our findings suggest that novel epigenetic mechanisms through which NLEs exert short and longer-term effects on behavior may contribute to ADHD.