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Purpose: The first year of the COVID-19 pandemic constituted a major life stress event for many adolescents, associated with disrupted school, behaviors, social networks, and health concerns. However, pandemic-related stress was not equivalent for everyone and could have been influenced by pre-pandemic factors including brain structure and sleep, which both undergo substantial development during adolescence. Here, we analyzed clusters of perceived stress levels across the pandemic and determined developmentally relevant pre-pandemic risk factors in brain structure and sleep of persistently high stress during the first year of the COVID-19 pandemic. Methods: We investigated longitudinal changes in perceived stress at six timepoints across the first year of the pandemic (May 2020–March 2021) in 5559 adolescents (50 % female; age range: 11–14 years) in the United States (U.S.) participating in the Adolescent Brain Cognitive Development (ABCD) study. In 3141 of these adolescents, we fitted machine learning models to identify the most important pre-pandemic predictors from structural MRI brain measures and self-reported sleep data that were associated with persistently high stress across the first year of the pandemic. Results: Patterns of perceived stress levels varied across the pandemic, with 5 % reporting persistently high stress. Our classifiers accurately detected persistently high stress (AUC > 0.7). Pre-pandemic brain structure, specifically cortical volume in temporal regions, and cortical thickness in multiple parietal and occipital regions, predicted persistent stress. Pre-pandemic sleep difficulties and short sleep duration were also strong predictors of persistent stress, along with more advanced pubertal stage. Conclusions: Adolescents showed variable stress responses during the first year of the COVID-19 pandemic, and some reported persistently high stress across the whole first year. Vulnerability to persistent stress was evident in several brain structural and self-reported sleep measures, collected before the pandemic, suggesting the relevance of other pre-existing individual factors beyond pandemic-related factors, for persistently high stress responses.