Brain Derived Neurotrophic Factor (BDNF) is a potential biomarker of affective disorder. However, longitudinal studies evaluating a potential predictive role of BDNF on subsequent psychopathology are lacking. The aim of this study was to investigate whether BDNF alone or in interaction with the BDNF Val66Met polymorphism predict onset of affective disorder in healthy individuals at heritable risk for affective disorder. In a high-risk study, we assessed whole blood levels of BDNF in 234 healthy monozygotic and dizygotic twins with or without a co-twin history of affective disorder (high and low risk twins, respectively). Participants were followed up longitudinally with questionnaires at 6-month intervals for mean seven years and then reassessed with a personal interview to obtain information about whether they had developed psychiatric illness. At follow-up 36 participants (15.4%) had developed psychiatric disorder. Cox regression analysis revealed that BDNF levels at baseline were not associated with onset of illness in this explorative study. Further, two-way interactions between BDNF levels and the Val66Met polymorphism or between familial risk and the Val66Met polymorphism did not predict illness onset.