OBJECTIVE: To investigate incidences, cumulative incidence rates, and risk factors of diagnosed mental disorders in a complete nationwide birth cohort across the entire period of childhood and adolescence. METHODS: Based on nationwide Danish registries, the entire cohort of all children born in 1995 was followed up to December 31, 2013. Data for children who migrated during the period were censored in the time analyses, and death before age 18 years was considered a competing risk. Incidence rates and cumulative incidence rates for any first-time-diagnosed mental disorder and 10 major categories of mental disorders according to ICD-10 criteria were calculated for 68,982 individuals. In addition, the effects of age, sex, and further child- and family-related risk factors on mental disorders were analyzed. RESULTS: The incidences of any mental disorder, substance use disorders, depression, and anxiety disorders showed an increase in adolescence, whereas those for autism spectrum disorders, attention-deficit/hyperactivity disorder, conduct disorder, and tic disorder increased during childhood and decreased thereafter. Males had higher incidence rates of any mental disorders, substance use disorders, autism spectrum disorders, ADHD, conduct disorder, and tic disorder. Females had higher risks for depressive, anxiety, obsessive-compulsive, and eating disorders. Several other risk and protective factors for any mental disorder were identified. The cumulative incidence rate at age 18 years amounted to 11.02% for any mental disorder. CONCLUSIONS: These findings provide the most comprehensive estimates of the development, incidence rates, and contributing risk factors of registered mental disorders for the entire period of childhood and adolescence that have been calculated so far.