Abstract Background Prior research on the association between affective disorders and physical conditions has been carried out in developed countries, usually in clinical populations, on a limited range of mental disorders and physical conditions, and has seldom taken into account the comorbidity between depressive and anxiety disorders. Methods Eighteen general population surveys were carried out among adults in 17 countries as part of the World Mental Health Surveys initiative ( N = 42, 249). DSM-IV depressive and anxiety disorders were assessed using face-to-face interviews with the Composite International Diagnostic Interview (CIDI 3.0). Chronic physical conditions were ascertained via a standard checklist. The relationship between mental disorders and physical conditions was assessed by considering depressive and anxiety disorders independently (depression without anxiety; anxiety without depression) and conjointly (depression plus anxiety). Results All physical conditions were significantly associated with depressive and/or anxiety disorders but there was variation in the strength of association (ORs 1.2–4.5). Non-comorbid depressive and anxiety disorders were associated in equal degree with physical conditions. Comorbid depressive–anxiety disorder was more strongly associated with several physical conditions than were single mental disorders. Limitations Physical conditions were ascertained via self report, though for a number of conditions this was self-report of diagnosis by a physician. Conclusions Given the prevalence and clinical consequences of the co-occurrence of mental and physical disorders, attention to their comorbidity should remain a clinical and research priority.