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After the 9/11/2001 World Trade Center (WTC) attack, many police-responders developed PTSD and might be vulnerable to develop depression and/or anxiety. Comorbidity of PTSD, depression, and/or anxiety is examined.Police enrollees (N = 1,884) from the WTC Health Registry were categorized into four groups based on comorbidity of PTSD, depression, and anxiety. DSM-IV diagnostic criteria for PTSD were used. Depression (PHQ-8) and anxiety (GAD-7) were assessed with standardized psychometric inventories. Multinomial logistic regression was used to identify putative risk factors associated with comorbidity of PTSD.Of 243 (12.9% of total) police with probable PTSD, 21.8% had probable PTSD without comorbidity, 24.7% had depression, 5.8% had anxiety, and 47.7% had comorbid depression and anxiety. Risk factors for comorbid PTSD, depression, and anxiety include being Hispanic, decrease in income, experiencing physical injury on 9/11, experiencing stressful/traumatic events since 9/11, and being unemployed/retired.Nearly half of police with probable PTSD had comorbid depression and anxiety. Am. J. Ind. Med. 59:425–436, 2016. © 2016 Wiley Periodicals, Inc.