Alcohol use disorder (AUD) and depression are comorbid diseases having both individual and social outcomes. While depression is a risk factor for the development of AUD, individuals with AUD are at least twice as likely to suffer from depression. This bidirectional relationship between AUD and depression has been a trigger for investigating underlying mechanisms. These investigations associate the DYN/KOR system, which comprises the kappa opioid receptor (KOR) and its ligand dynorphin (DYN), with both addictive behaviors and negative emotional states. Recent studies have indicated that the effects of the DYN/KOR system in specific brain regions are crucial in the etiology of depression and AUD co-occurrence. This book chapter summarizes the research on DYN/KOR system genes in comorbidity of AUD and depression.