This paper reviews some major epidemiological studies undertaken in high-income countries during the last 15 years which have reported the prevalence of mental disorders and substance use disorders and their relationship. Comorbidity between mental and substance use disorders is highly prevalent across countries. In general, people with a substance use disorder had higher comorbid rates of mental disorders than vice versa, and people with illicit drug disorders had the highest rates of comorbid mental disorders. There is a strong direct association between the magnitude of comorbidity and the severity of substance use disorders. While causal pathways differ across substances and disorders, there is evidence that alcohol is a casual factor for depression, in some European countries up to 10% of male depression. Policies that reduce the use of substances are likely to reduce the prevalence of mental disorders. Treatment should be available in an integrated fashion for both mental and substance use disorders. There is a need to expand the evidence base on comorbidity, particularly in low-income countries.