Identifying methods that enable prediction of psychopathology that results from military service is crucial for individual and mission readiness, and for postdeployment mental health. In the present study, we investigate the relationship between sensation seeking (SS) and posttraumatic stress disorder (PTSD) and between SS and depression. Data from 743 Danish soldiers deployed to Afghanistan in 2009 were collected 6 times: before deployment, during deployment, 1–3 weeks after homecoming, 2 months after homecoming, 7 months after homecoming, and 2.5 years after homecoming. In this study, we did not find a relationship between SS and PTSD, or between SS and depression. The present study does not support previous findings that link SS with psychopathology. The structural environment in the military setting, the extent of exposure and type of stressful situations may play a moderating role. More extreme environments, such as imprisonment and torture, may favor different expressions of SS. Further research should include other factors such as context and the extent and type of traumatic exposure in relation to SS.