The Roadmap for Mental Health and Wellbeing Research in Europe (ROAMER) identified child and adolescent mental illness as a priority area for research. CAPICE (Childhood and Adolescence Psychopathology: unravelling the complex etiology by a large Interdisciplinary Collaboration in Europe) is a European Union (EU) funded training network aimed at investigating the causes of individual differences in common childhood and adolescent psychopathology, especially depression, anxiety, and attention deficit hyperactivity disorder. CAPICE brings together eight birth and childhood cohorts as well as other cohorts from the EArly Genetics and Life course Epidemiology (EAGLE) consortium, including twin cohorts, with unique longitudinal data on environmental exposures and mental health problems, and genetic data on participants. Here we describe the objectives, summarize the methodological approaches and initial results, and present the dissemination strategy of the CAPICE network. Besides identifying genetic and epigenetic variants associated with these phenotypes, analyses have been performed to shed light on the role of genetic factors and the interplay with the environment in influencing the persistence of symptoms across the lifespan. Data harmonization and building an advanced data catalogue are also part of the work plan. Findings will be disseminated to non-academic parties, in close collaboration with the Global Alliance of Mental Illness Advocacy Networks-Europe (GAMIAN-Europe).