Introduction: Early drinkers have been found to have higher risk of developing alcohol use disorder; however, the association of early drinking with progression to problematic alcohol involvement that does not meet disorder criteria (i.e., subclinical problems) or to severe stages of alcohol involvement, sex-specific associations, and relationship of early drinking with alcohol recovery have rarely been investigated. Methods: Using data from Waves 1 and 2 of the National Epidemiologic Survey on Alcohol and Related Conditions (NESARC), we applied latent transition analyses to investigate the impact of weekly drinking before age 18 on alcohol progression and recovery operationalized as three classes of alcohol involvement using abuse and dependence indicators. We analyzed data separately for male (n = 12,276) and female (n = 14,750) drinkers and applied propensity score methods to address confounding. Results: We observed significant associations between early, weekly drinking and alcohol involvement class membership at Wave 1 for both males and females. For males, early, weekly drinking was also associated with greater odds of transitioning from moderate to severe alcohol problems (aOR = 3.19, 95% CI = 1.72, 5.35). For females, early, weekly drinking predicted the transition from no to severe problems (aOR = 2.98, 95% CI = 1.11–8.00). Contrary to our hypothesis, early, weekly drinking was associated with greater likelihood of transition from severe to no problems for males (aOR = 3.23, 95% CI = 1.26, 8.26). Discussion: Frequent, early drinking seems to be an important indicator of drinking progression with differential associations by sex. This information is useful to identify those at greater risk of progressing to severe drinking problems to intervene appropriately.