Emerging adulthood is a particularly vulnerable period with higher rates of health-related symptoms and mental disorders. The main aim of the present study was to explore the depression, anxiety and stress levels in a sample of Spanish emerging adults from a longitudinal perspective and taking gender differences into account. The analysis was conducted at two different moments in 2015 (W1) and three years later in 2018 (W2). Participants were Spanish emerging adults (n = 132 men, 268 women at W1; n = 132 men, 266 women at W2) aged between 18 and 29 years (M = 20.31, SD = 2.04 at W1; M = 23.66, SD = 2.08 at W2) participated in the TAE (Transición a la Adultez en España) research project. The validated Spanish version of the DASS-21 was used to measure depression, anxiety and stress levels. Results indicated continuity (mean-level) and high stability (rank-order) in depression, anxiety and stress levels during the initial and intermediate years of emerging adulthood without gender moderation. Results also indicated that there are no differences in depression and anxiety between men and women in both W1 and W2 but women reported higher levels of stress than men specially at W2. The findings highlight that it is crucial to take steps to mitigate the internal symptoms suffered by emerging adults and, particularly, stress suffered by emerging adult women. In this sense, these findings underline that it is crucial that more comprehensive public services and policies are provided to support emerging adults with mental health concerns based on empirical knowledge.