A review of self-medication practices among individuals with mood disorders reveals that approximately 24.1% turn to alcohol or drugs to alleviate symptoms. Self-medicators tend to have higher rates of comorbid anxiety and personality disorders compared to non-self-medicators. A survey found that those with severe depression favored complementary therapies over conventional ones, perceiving them equally efficacious. In this chapter, we will discuss the widespread use of tobacco, cannabis, alcohol, and other drugs and their relationships to comorbidity with mental disorders and psychosocial stressors. We will also look at negative reinforcement mechanisms, involving altered reward circuitry and increased stress responses that play a crucial role in substance dependence, and shared genetic and environmental factors contributing to this relationship.