The present study sought to determine whether an association exists between alcohol dependence and select affective and anxiety disorders in patients presenting at substance abuse centres in Trinidad and Tobago (TT). The participants in this study were 143 alcohol dependents, of either East Indian ancestry (Indo-TT) or African ancestry (Afro-TT) and 109 controls matched by age, gender and ethnicity. A structured interview was used to gather information on demographics, psychiatric diagnoses and personal drinking and drug use. A blood sample was obtained and used to genotype for the presence of ADH and ALDH1 polymorphisms and serum levels of hepatic enzymes. Forty-one per cent of Indo-TT and 37% of Afro-TT with alcohol dependence had co-morbid major depressive disorders independent of alcohol and/or drug use. Thirty-nine per cent of Indo-TT and 37% of Afro-TT with alcohol dependence had co-morbid major depression induced by alcohol or drug use. The severity of depression was significantly associated with severity of alcohol dependence. Neither major depression nor the severity of depressive episodes was associated with values of any liver function test or the presence of ALDH1*2 or ADH1C*2 alleles. However in participants of African descent elevated alanine transaminase ALT was associated (p = 0.038) with not having substance-induced major depression. Co-morbidity of major depressive disorder with alcohol dependence is common in the two major ethnic groups in Trinidad and Tobago and appears to be as likely the consequence of drinking and/or drug use, as the cause. Clinicians should solicit a history of depression from patients with alcohol dependence.