Recent reviews of research on child and adolescent psychopathology have highlighted the consistently high rates of co-occurring dimensions of psychopathology, particularly between internalizing and externalizing disorders, and have suggested that further research examining the causes of co-occurring syndromes is needed. The authors examined this question in a national sample of 720 same-sex adolescent siblings between 10 and 18 years of age consisting of monozygotic and dizygotic twins, full siblings, half siblings, and unrelated siblings. Composite measures of adolescent and parent reports and observational measures of depressive symptoms and antisocial behavior were subjected to behavioral genetic models that examine the genetic and environmental influences on individual differences in each dimension as well as in the co-occurrence between dimensions. Results indicated that approximately half of the variability in depressive symptoms and antisocial behavior is attributed to genetic factors; shared and nonshared environmental influences were also significant. The co-occurrence of depressive and antisocial symptoms was explained by genetic and shared and nonshared environmental influences. Specifically, approximately 45% of the observed covariation between depressive and antisocial symptoms could be explained by a common genetic liability. Results are interpreted in light of contribution of genetic studies to debates on child and adolescent psychopathology.