Alcohol use disorder (AUD) is a global health problem with significant negative consequences, including preventable deaths. Although olfactory dysfunction is associated with chronic alcohol drinking, the relationship among specific types of olfactory deficits, depressive symptoms, and problematic drinking remains to be explored. Here, we examined the prevalence of olfactory distortion (parosmia) and hallucination (phantosmia) and assessed their associations with problematic drinking and depressive symptoms. In April-June 2022, 250 participants across the spectrum of AUD were recruited for assessment in the National Institute on Alcohol Abuse and Alcoholism COVID-19 Pandemic Impact on Alcohol study. Surveys covered self-reported olfactory function, depressive symptoms, and problematic drinking, with key measures assessed, including the Alcohol Use Disorders Identification Test and the Patient Health Questionnaire. Predictors in the analysis included parosmia and phantosmia, with covariates comprising age, sex, socioeconomic status, race, ethnicity, COVID-19 infection status, and smoking status. Among 250 individuals, 5.2% experienced parosmia and 4.4% reported phantosmia. Parosmia was associated with higher Alcohol Use Disorders Identification Test scores (β = 7.14; 95% confidence interval = 3.31, 10.96; P < 0.001), whereas phantosmia was linked to higher Patient Health Questionnaire scores (β = 3.32; 95% confidence interval = 0.22, 6.42; P = 0.03). These associations persisted in both the full sample and the subset of participants without COVID-19. Our study highlights strong existing links among olfactory deficits, problem drinking, and depressive symptoms, underscoring the need to assess smell impairments in clinical settings. Future research should explore these connections further to develop new treatments for individuals with AUD and depression.