Anxiety disorders are a common problem in adolescent mental health. Previous studies have investigated only a limited number of risk factors for the development of anxiety disorders concurrently. By investigating multiple factors simultaneously, a more complete understanding of the etiology of anxiety disorders can be reached. Therefore, we assessed preadolescent socio-demographic, familial, psychosocial, and biological factors and their association with the onset of anxiety disorders in adolescence. This study was conducted among 1584 Dutch participants of the TRacking Adolescents’ Individual Lives Survey (TRAILS). Potential risk factors were assessed at baseline (age 10–12), and included socio-demographic (sex, socioeconomic status), familial (parental anxiety and depression), psychosocial (childhood adversity, temperament), and biological (body mass index, heart rate, blood pressure, cortisol) variables. Anxiety disorders were assessed at about age 19 years through the Composite International Diagnostic Interview (CIDI). Univariate and multivariate logistic regression analyses were performed with onset of anxiety disorder as a dependent variable and the above-mentioned putative risk factors as predictors. Of the total sample, 25.7% had a lifetime diagnosis of anxiety disorder at age 19 years. Anxiety disorders were twice as prevalent in girls as in boys. Multivariate logistic regression analysis showed that being female (OR = 2.38, p  < .01), parental depression and anxiety (OR = 1.34, p  = .04), temperamental frustration (OR = 1.31, p  = .02) and low effortful control (OR = 0.76, p  = .01) independently predicted anxiety disorders. We found no associations between biological factors and anxiety disorder. After exclusion of adolescents with an onset of anxiety disorder before age 12 years, being female was the only significant predictor of anxiety disorder. Being female was the strongest predictor for the onset of anxiety disorder. Psychological and parental psychopathology factors increased the risk of diagnosis of anxiety, but to a lesser extent. Biological factors (heart rate, blood pressure, cortisol, and BMI), at least as measured in the present study, are unlikely to be useful tools for anxiety prevention and intervention strategies.