This study investigated a proposed three-factor model of common mental disorders in the National Epidemiologic Survey of Alcohol and Related Conditions (NESARC; N = 43,093). It also evaluated the inclusion of pathological gambling (PG) in the three-factor model to determine whether PG loaded more strongly on a higher-order externalizing factor comprised of alcohol and drug dependence and antisocial personality disorder. The results indicated the three-factor model showed good fit to the NESARC data. PG loaded onto the externalizing factor for men and women, but in women, PG showed the best fit when it was allowed to load on the externalizing factor as well as a lower-order internalizing factor of anxious-misery composed primarily of mood disorders. Findings emphasize the need to investigate the differences in the nature of PG behavior between men and women.