Although adolescents with delinquency are known to have higher-than-average rates of depression or substance use disorder (SUD), research on the topic is inconsistent. It remains unclear weather depression or SUD leads to delinquency, whether delinquency leads to depression or SUD, or whether there is bi-directionality. Utilizing the National Survey of Child and Adolescent Well-Being (Wave I: 2008-2009; Wave II: 18 months later: N=5872), we used logistic regression to predict depression from delinquency (and vice versa), and SUD from delinquency (and vice versa). After inclusion of control variables, we found that females with minor theft in Wave I were more than 4 times as likely (adjusted odds ratio [aOR]=4.34; 95% CI: 1.10-17.16) as females without minor theft to be depressed in Wave II, and those with public disorder in Wave I were almost 3 times as likely (aOR=2.74; 95% CI: 1.03-7.30) as those without public disorder to have SUD in Wave II. Overall delinquency also predicted depression or SUD, and SUD predicted delinquency. Practitioners could address risk for depression or SUD among child welfare-involved adolescent females by focusing on overall delinquency or on specific types of delinquency (minor theft for depression and public disorder for SUD) and by offering interventions (e.g., cognitive-behavioral psychotherapy) that have been shown to be effective in preventing depression or SUD. In addition, with respect to our finding that SUD predicts delinquency among adolescent females, practitioners can help prevent delinquency by offering interventions (e.g., intensive outpatient treatments) that have well documented effectiveness in addressing SUD.