Interferometric observations have demonstrated that a significant fraction of single-dish submillimetre (submm) sources are blends of multiple submm galaxies (SMGs), but the nature of this multiplicity, i.e. whether the galaxies are physically associated or chance projections, has not been determined. We performed spectroscopy of 11 SMGs in six multi-component submm sources, obtaining spectroscopic redshifts for nine of them. For an additional two component SMGs, we detected continuum emission but no obvious features. We supplement our observed sources with four sources from the literature. This sample allows us to statistically constrain the physical nature of single-dish submm source multiplicity for the first time. In three [3/7, or 43 (-33/+39) per cent at 95% confidence] of the single-dish sources for which the nature of the blending is unambiguous, the components for which spectroscopic redshifts are available are physically associated, whereas 4/7 [57 (-39/+33) per cent] have at least one unassociated component. When components whose spectra exhibit continuum but no features and for which the photometric redshift is significantly different from the spectroscopic redshift of the other component are also considered, 6/9 [67 (-37/+26) per cent] of the single-dish sources are comprised of at least one unassociated component. The nature of the multiplicity of one single-dish source is ambiguous. We conclude that physically associated systems and chance projections both contribute to the multi-component single-dish submm source population. This result contradicts the conventional wisdom that bright submm sources are solely a result of merger-induced starbursts, as blending of unassociated galaxies is also important.