BACKGROUND AND AIMS: Depression and anxiety are often comorbid with alcoholism and contribute to craving and relapse. We aimed to estimate the prevalence of life-time diagnoses of major depressive disorder (MDD), substance-induced depression (SID), anxiety disorder (AnxD) and substance-induced anxiety (SIA), the effects of these comorbidities on the propensity to drink in negative emotional states (negative craving), and test whether these effects differ by sex. DESIGN: Secondary analyses of baseline data collected in a single-arm study of pharmacogenetic predictors of acamprosate response. SETTING: Academic medical center and affiliated community-based treatment programs in the American upper mid-west. PARTICIPANTS: A total of 287 males and 156 females aged 18-80 years, meeting DSM-IV criteria for alcohol dependence. MEASUREMENTS: The primary outcome measure was 'propensity to drink in negative emotional situations' (determined by the Inventory of Drug Taking Situations) and the key predictors/covariates were sex and psychiatric comorbidities, including MDD, SID, AnxD and SIA (determined by Psychiatric Research Interview of Substance and Mood Disorders). FINDINGS: The prevalence of the MDD, SID and AnxD was higher in females compared with males (33.1 versus 18.4%, 44.8 versus 26.4% and 42.2 versus 27.4%, respectively; P < 0.01, each), while SIA was rare (3.3%) and did not differ by sex. Increased propensity to drink in negative emotional situations was associated with comorbid MDD (beta = 6.6, P = 0.013) and AnxD (beta = 4.8, P = 0.042) as well as a SID x sex interaction effect (P = 0.003), indicating that the association of SID with propensity to drink in negative emotional situations differs by sex and is stronger in males (beta = 7.9, P = 0.009) compared with females (beta = -6.6, P = 0.091). CONCLUSIONS: There appears to be a higher prevalence of comorbid depression and anxiety disorders as well as propensity to drink in negative emotional situations in female compared with male alcoholics. Substance-induced depression appears to have a sex-specific effect on the increased risk for drinking in negative emotional situations in males.