To elucidate the processes that contribute to the comorbidity between bulimic pathology, depression, and substance abuse, the authors tested the temporal relations between these disturbances with prospective data from adolescent girls (N = 496). Multivariate analyses indicated that depressive symptoms predicted onset of bulimic pathology but not of substance abuse, bulimic symptoms predicted onset of depression but not of substance abuse, and substance abuse symptoms predicted onset of depression but not of bulimic pathology. Results suggest that the comorbidity arises because certain disorders are risk factors for the other disorders. Findings also provide support for select etiologic theories and further establish the clinical significance of these conditions by showing that they increase risk for onset of other psychiatric disturbances.