Background The stress sensitization theory hypothesizes that individuals exposed to childhood adversity will be more vulnerable to mental disorders from proximal stressors. We aimed to test this theory with respect to risk of 30-day major depressive episode (MDE) and generalized anxiety disorder (GAD) among new US Army soldiers. Methods The sample consisted of 30 436 new soldier recruits in the Army Study to Assess Risk and Resilience (Army STARRS). Generalized linear models were constructed, and additive interactions between childhood maltreatment profiles and level of 12-month stressful experiences on the risk of 30-day MDE and GAD were analyzed. Results Stress sensitization was observed in models of past 30-day MDE (χ2 8 = 17.6, p = 0.025) and GAD (χ2 8 = 26.8, p = 0.001). This sensitization only occurred at high (3+) levels of reported 12-month stressful experiences. In pairwise comparisons for the risk of 30-day MDE, the risk difference between 3+ stressful experiences and no stressful experiences was significantly greater for all maltreatment profiles relative to No Maltreatment. Similar results were found with the risk for 30-day GAD with the exception of the risk difference for Episodic Emotional and Sexual Abuse, which did not differ statistically from No Maltreatment. Conclusions New soldiers are at an increased risk of 30-day MDE or GAD following recent stressful experiences if they were exposed to childhood maltreatment. Particularly in the military with an abundance of unique stressors, attempts to identify this population and improve stress management may be useful in the effort to reduce the risk of mental disorders.