Since non-response may jeopardize the validity of studies, comprehensive assessment of non-response is a prerequisite for proper interpretation of study findings. Recently, the baseline assessment of the TRacking Adolescents' Individual Lives Survey (TRAILS), a prospective cohort study among Dutch pre-adolescents, was completed. The aim of this report is to examine non-response bias by comparing responders and non-responders regarding mental health determinants (e.g., demographics and cognitive performance) and outcomes, as well as associations between the two. Furthermore, we examine whether extended efforts to recruit participants contribute to the prevention or reduction of non-response bias. Thanks to various recruitment procedures, the initial response rate of 66% increased to a final rate of 76%. The extended efforts to recruit participants prevented non-response bias in the prevalence rates of psychopathology. Although non-responders differed from responders with respect to several individual characteristics, no significant differences were found regarding associations between these characteristics and psychopathology. We conclude that TRAILS provides a solid basis to improve our understanding of the development of mental health during adolescence.