People with anxiety and major depressive disorders experience more alcohol-related symptoms than those without, even at the same levels of drinking. This finding may explain why those with anxiety or mood disorders are at greater risk of developing an alcohol use disorder. The study highlights internalizing disorders as a previously unidentified marker of a specific alcohol-related harm paradox, indicating the need for modifying "safe" drinking recommendations for people with anxiety or mood disorders. The co-occurrence of these conditions may reflect shared neurobiological mechanisms, which raises the risk of developing the other in the future.