Internalizing (anxiety and mood) disorders (INTD) commonly co-occur (are "comorbid") with alcohol use disorder (AUD). The literature suggests that excessive alcohol use aimed at coping with INTD symptoms is, at best, a partial explanation for the high comorbidity rates observed. We hypothesized that individuals with INTD experience greater susceptibility to developing AUD symptoms due to the partially shared neurobiological dysfunctions underlying both conditions. We probe this hypothesis by testing the prediction that, after accounting for the volume of alcohol intake, individuals with INTD experience higher levels of alcohol-related symptoms. Data from the National Epidemiological Survey on Alcohol-Related Conditions (NESARC) Wave 3 were used for the primary analyses, and NESARC Wave 1 data were used for independent replication analyses. Individuals who reported any alcohol use in the prior year were categorized as: (1) never having had an INTD diagnosis ("INTD-Never"); (2) having a remitted INTD diagnosis only ("INTD-Remitted"); or (3) having current INTD diagnosis ("INTD-Current"). Between-group contrasts of alcohol-related symptoms controlled for total alcohol intake (past year), drinking pattern (e.g., binging) and variables previously shown to mark exaggerated AUD symptoms relative to drinking amount (e.g., SES, gender, and family history). With all covariates in the model, individuals in the INTD-Current group and the INTD-Remitted group reported significantly greater alcohol-related symptoms than those in the INTD-Never group but did not themselves differ in level of alcohol-related symptoms. These results were replicated in the NESARC 1 dataset. Individuals with INTD experience more alcohol-related symptoms than those who drink at the same level. While considering other explanations, we argue that this "harm paradox" is best explained by the view that INTD confers a neurobiologically mediated susceptibility to the development of AUD symptoms.