CONTEXT: Preterm birth increases the risk for mental disorders in adulthood, yet findings on self-reported or subclinical mental health problems are mixed. OBJECTIVE: To study self-reported mental health problems among adults born preterm at very low birth weight (VLBW; ≤1500 g) compared with term controls in an individual participant data meta-analysis. DATA SOURCES: Adults Born Preterm International Collaboration. STUDY SELECTION: Studies that compared self-reported mental health problems using the Achenbach Young Adult Self Report or Adult Self Report between adults born preterm at VLBW (n = 747) and at term (n = 1512). DATA EXTRACTION: We obtained individual participant data from 6 study cohorts and compared preterm and control groups by mixed random coefficient linear and Tobit regression. RESULTS: Adults born preterm reported more internalizing (pooled β = .06; 95% confidence interval .01 to .11) and avoidant personality problems (.11; .05 to .17), and less externalizing (–.10; –.15 to –.06), rule breaking (–.10; –.15 to –.05), intrusive behavior (–.14; –.19 to –.09), and antisocial personality problems (–.09; –.14 to –.04) than controls. Group differences did not systematically vary by sex, intrauterine growth pattern, neurosensory impairments, or study cohort. LIMITATIONS: Exclusively self-reported data are not confirmed by alternative data sources. CONCLUSIONS: Self-reports of adults born preterm at VLBW reveal a heightened risk for internalizing problems and socially avoidant personality traits together with a lowered risk for externalizing problem types. Our findings support the view that preterm birth constitutes an early vulnerability factor with long-term consequences on the individual into adulthood.