This study examined the role of pre-employment factors, such as maternal antenatal depression, low birth weight, childhood socioeconomic position, early adolescence health risk behaviours and academic performance, in the relationship between work characteristics (low job control and high job demands, or job strain) and psychological distress at age 31. The data of 2062 women and 2231 men was derived from the prospective unselected population-based Northern Finland 1966 Birth Cohort study. Results of linear regression models showed that being female, father's low socioeconomic position, and poor academic achievement in adolescence were linked to low control and high job strain jobs at age 31, and that low control and high job strain were associated with psychological distress at age 31. Although having lower school grades, high absence rate from school, and moderate alcohol consumption at age 14 were significant predictors of psychological distress at age 31, the associations between job control, job strain and psychological distress remained after controlling for these and other pre-employment effects. As such, pre-employment factors do seem to link people to risky work environments, which in turn seem to relate strongly to psychological distress. However, the relationship between pre-employment factors and later psychological distress in adulthood is not completely explained by job environment.