For a study, researchers sought to determine how personality and social-contextual characteristics in the first year of college interact to predict consistent and potentially co-occurring alcohol use disorder (AUD) and negative affect over about 4 years. 209 participants, 90% white and 62% female, were enrolled in their first year of college in the Southeastern United States. The first data were gathered during the first year of college, and subsequent evaluations were finished approximately ~1 and ~4 years later (retention rates were over 80%, and the average ages were about ~19, 20, and 23 years, respectively). At each stage of the study, the participants were asked to complete an extensive online survey that analyzed aspects of their mental health and substance use, as well as their personalities, levels of social support, stress, quality of sleep, and other characteristics of their relationships with friends and romantic partners. Increased alcohol quantity, frequency of marijuana use, association with antisocial or substance-using peers, and frequency of drinking with romantic partners in the first year of college were significant predictors of consistent AUD symptoms across the 4 years. In addition, increased levels of limitation, increased levels of negative emotionality, decreased levels of positive emotionality, increased levels of stress, and decreased levels of weekday sleep were significant predictors of sustained depression symptoms. The findings suggested that personality traits, stress, and sleep during the first year of college might be valuable targets to screen for in efforts to prevent long-term depression symptoms in the context of colleges and universities.