Types of psychiatric disorders vary with respect to age of onset, temporal continuity, and impact. Life course epidemiology provides powerful tools for understanding these complexities. This discipline broadly distinguishes ‘sensitive period’ and ‘risk accumulation’ models. The former refers to optimum windows for exposure (e.g. early life for some psychoses, in contrast to proximal exposures for depression). Accumulation refers to additive or multiplicative effects of multiple exposures, exemplified by stress process and chain of risk models. The preeminent study design for these approaches is the prospective longitudinal birth cohort study, especially where multiple cohorts help to distinguish period and cohort effects. However, limitations such as balancing the need for repeated versus age-appropriate measurement, and non-random missing data, must be carefully considered. While the statistical workhorse for life course epidemiology is general linear modelling, this discipline also requires advanced tools such as random effects, path, latent class, and latent growth modelling.