Background The aim of this study is to examine the relationship between personal values in adolescence retrospectively assessed and psychological distress in adults in a representative sample of community adults in Japan. Methods We used the J-SHINE data collected in 2010 and 2017. Personal values in adolescence were retrospectively measured in the 2017 survey in two ways: (1) value priorities developed from Schwartz’s theory of basic values; and (2) commitment to values measured by Personal Values Questionnaire II (PVQ-II). Psychological distress was measured by using K6 in 2010. Multiple regression analysis was conducted to clarify the association between personal values in adolescence and psychological distress in adults, adjusting for sociodemographic variables, smoking, alcohol drinking, and economic status at age 15. Results Enduring active challenging, cherishing family and friends, and the commitment to values were significantly and negatively associated with psychological distress in adults. Pursuing one’s interest was significantly and positively associated with psychological distress. Conclusions Having a value priority of enduring active challenging, cherishing family and friends, and the commitment to values in adolescence may reduce psychological distress in adults.