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Funding Information: The World Health Organization World Mental Health (WMH) Survey Initiative is supported by the United States National Institute of Mental Health (NIMH; R01 MH070884), the John D. and Catherine T. MacArthur Foundation, the Pfizer Foundation, the United States Public Health Service (R13-MH066849, R01-MH069864 and R01 DA016558), the Fogarty International Center (FIRCA R03-TW006481), the Pan American Health Organization, Eli Lilly and Company, Ortho-McNeil Pharmaceutical Inc., GlaxoSmithKline, and Bristol-Myers Squibb. We thank the staff of the WMH Data Collection and Data Analysis Coordination Centres for assistance with instrumentation, fieldwork and consultation on data analysis. None of the funders had any role in the design, analysis, interpretation of results or preparation of this paper. The views and opinions expressed in this report are those of the authors and should not be construed to represent the views of the World Health Organization, other sponsoring organisations, agencies or governments. The 2007 Australian National Survey of Mental Health and Wellbeing is funded by the Australian Government Department of Health and Ageing. The Argentina survey – Estudio Argentino de Epidemiología en Salud Mental (EASM) – was supported by a grant from the Argentinian Ministry of Health (Ministerio de Salud de la Nación) – (Grant Number 2002–17270/13−5). The São Paulo Megacity Mental Health Survey is supported by the State of São Paulo Research Foundation (FAPESP) Thematic Project Grant 03/00204-3. The Bulgarian Epidemiological Study of common mental disorders, EPIBUL, is supported by the Ministry of Health and the National Center for Public Health Protection. The Colombian National Study of Mental Health (NSMH) is supported by the Ministry of Social Protection. The Mental Health Study Medellín – Colombia was carried out and supported jointly by the Center for Excellence on Research in Mental Health (CES University) and the Secretary of Health of Medellín. The ESEMeD project is funded by the European Commission (Contracts QLG5-1999-01042; SANCO 2004123, and EAHC 20081308), the Piedmont Region (Italy), Fondo de Investigación Sanitaria, Instituto de Salud Carlos III, Spain (FIS 00/0028), Ministerio de Ciencia y Tecnología, Spain (SAF 2000-158-CE), Generalitat de Catalunya (2017 SGR 452; 2014 SGR 748), Instituto de Salud Carlos III (CIBER CB06/02/0046, RETICS RD06/0011 REM-TAP), and other local agencies and by an unrestricted educational grant from GlaxoSmithKline. Implementation of the Iraq Mental Health Survey (IMHS) and data entry were carried out by the staff of the Iraqi MOH and MOP with direct support from the Iraqi IMHS team with funding from both the Japanese and European Funds through United Nations Development Group Iraq Trust Fund (UNDG ITF). The Israel National Health Survey is funded by the Ministry of Health with support from the Israel National Institute for Health Policy and Health Services Research and the National Insurance Institute of Israel. The World Mental Health Japan (WMHJ) Survey is supported by the Grant for Research on Psychiatric and Neurological Diseases and Mental Health (H13-SHOGAI-023, H14-TOKUBETSU-026, H16-KOKORO-013, H25-SEISHIN-IPPAN-006) from the Japan Ministry of Health, Labour and Welfare. The Lebanese Evaluation of the Burden of Ailments and Needs of the Nation (L.E.B.A.N.O.N.) is supported by the Lebanese Ministry of Public Health, the WHO (Lebanon), National Institute of Health/Fogarty International Center (R03 TW006481-01), anonymous private donations to IDRAAC, Lebanon, and unrestricted grants from, Algorithm, AstraZeneca, Benta, Bella Pharma, Eli Lilly, Glaxo Smith Kline, Lundbeck, Novartis, OmniPharma, Pfizer, Phenicia, Servier, UPO. The Mexican National Comorbidity Survey (MNCS) is supported by The National Institute of Psychiatry Ramon de la Fuente (INPRFMDIES 4280) and by the National Council on Science and Technology (CONACyT-G30544- H), with supplemental support from the Pan American Health Organization (PAHO). Te Rau Hinengaro: The New Zealand Mental Health Survey (NZMHS) is supported by the New Zealand Ministry of Health, Alcohol Advisory Council and the Health Research Council. The Nigerian Survey of Mental Health and Wellbeing (NSMHW) is supported by the WHO (Geneva), the WHO (Nigeria) and the Federal Ministry of Health, Abuja, Nigeria. The Northern Ireland Study of Mental Health was funded by the Health & Social Care Research & Development Division of the Public Health Agency. The Peruvian World Mental Health Study was funded by the National Institute of Health of the Ministry of Health of Peru. The Polish project Epidemiology of Mental Health and Access to Care –EZOP Project (PL 0256) was carried out by the Institute of Psychiatry and Neurology in Warsaw in consortium with the Department of Psychiatry – Medical University in Wroclaw and National Institute of Public Health-National Institute of Hygiene in Warsaw and in partnership with Psykiatrist Institut Vinderen–Universitet, Oslo. The project was funded by the European Economic Area Financial Mechanism and the Norwegian Financial Mechanism. EZOP project was co-financed by the Polish Ministry of Health. The Portuguese Mental Health Study was carried out by the Department of Mental Health, Faculty of Medical Sciences, NOVA University of Lisbon, with the collaboration of the Portuguese Catholic University, and was funded by Champalimaud Foundation, Gulbenkian Foundation, Foundation for Science and Technology (FCT) and Ministry of Health. The Romania WMH study projects 'Policies in Mental Health Area' and 'National Study regarding Mental Health and Services Use' were carried out by the National School of Public Health & Health Services Management (former National Institute for Research & Development in Health), with technical support of Metro Media Transilvania, the National Institute of Statistics-National Centre for Training in Statistics, SC Cheyenne Services SRL, Statistics Netherlands and were funded by the Ministry of Public Health (former Ministry of Health) with supplemental support of Eli Lilly Romania SRL. The South Africa Stress and Health Study (SASH) is supported by the US National Institute of Mental Health (R01-MH059575) and the National Institute of Drug Abuse with supplemental funding from the South African Department of Health and the University of Michigan. The Shenzhen Mental Health Survey is supported by the Shenzhen Bureau of Health and the Shenzhen Bureau of Science, Technology, and Information. The Psychiatric Enquiry to General Population in Southeast Spain – Murcia (PEGASUS-Murcia) Project has been financed by the Regional Health Authorities of Murcia (Servicio Murciano de Salud and Consejería de Sanidad y Política Social) and Fundación para la Formación e Investigación Sanitarias (FFIS) of Murcia. The Ukraine Comorbid Mental Disorders during Periods of Social Disruption (CMDPSD) study is funded by the US National Institute of Mental Health (RO1-MH61905). The US National Comorbidity Survey Replication (NCS-R) is supported by the National Institute of Mental Health (NIMH; U01-MH60220) with supplemental support from the National Institute of Drug Abuse (NIDA), the Substance Abuse and Mental Health Services Administration (SAMHSA), the Robert Wood Johnson Foundation (RWJF; Grant 044708), and the John W. Alden Trust. Dr Dan J. Stein is supported by the Medical Research Council of South Africa (MRC). A complete list of all within-country and cross-national WMH publications can be found at http://www.hcp.med.harvard.edu/wmh/ . Publisher Copyright: Copyright © The Author(s), 2021. Published by Cambridge University Press. ; Abstract Aims Major depressive disorder (MDD) is characterised by a recurrent course and high comorbidity rates. A lifespan perspective may therefore provide important information regarding health outcomes. The aim of the present study is to examine mental disorders that preceded 12-month MDD diagnosis and the impact of these disorders on depression outcomes. Methods Data came from 29 cross-sectional community epidemiological surveys of adults in 27 countries (n = 80 190). The Composite International Diagnostic Interview (CIDI) was used to assess 12-month MDD and lifetime DSM-IV disorders with onset prior to the respondent's age at interview. Disorders were grouped into depressive distress disorders, non-depressive distress disorders, fear disorders and externalising disorders. Depression outcomes included 12-month suicidality, days out of role and impairment in role functioning. Results Among respondents with 12-month MDD, 94.9% (s.e. = 0.4) had at least one prior disorder (including previous MDD), and 64.6% (s.e. = 0.9) had at least one prior, non-MDD disorder. Previous non-depressive distress, fear and externalising disorders, but not depressive distress disorders, predicted higher impairment (OR = 1.4-1.6) and suicidality (OR = 1.5-2.5), after adjustment for sociodemographic variables. Further adjustment for MDD characteristics weakened, but did not eliminate, these associations. Associations were largely driven by current comorbidities, but both remitted and current externalising disorders predicted suicidality among respondents with 12-month MDD. Conclusions These results illustrate the importance of careful psychiatric history taking regarding current anxiety disorders and lifetime externalising disorders in individuals with MDD. ; publishersversion ; published