Our aims were to study associations between depressive disorders and alcohol dependence/abuse (ADA) in a female population-based sample, and to identify risk indicators common to both depressive disorders and ADA. Three hundred and sixteen women in a stratified randomized sample were interviewed face to face. They were asked about their childhood/adolescence and alcohol habits. Clinical lifetime diagnoses according to DSM-III-R were made. Depressive disorders includes different mood disorders. Half the women with ADA also had a depressive disorder, and 25% of the women with depressive disorders also had ADA. Alcohol intoxication before the age of 15 and psychological and/or psychiatric problems before the age of 18 years increased the risk for ADA and depressive disorders in our study. Our results support previous findings of an association between depressive disorders and ADA, beginning early in life.