Background: The purpose of this study was to assess the prevalence of unknown comorbid mental disorders in individuals with mild/moderate intellectual disability (ID) with/without autism spectrum disorders (ASD) and to compare the severity of challenging behavior with respect to the comorbidity of ASD and comorbid psychiatric disorders. Methods: This is a cross-sectional study of 91 adults with mild or moderate ID with no previous psychiatric diagnosis (except ASD). The assessment tools were the PAS-ADD checklist, Mini-PAS-ADD, PAS-ADD clinical interview and the Inventory for Client and Agency Planning (ICAP). Results: A previously undiagnosed mental disorder was found in 23.81% of the individuals with ID and ASD and in 10.20% of the individuals without. The most prevalent mental disorder was major depressive disorder. An association between psychiatric comorbidity and challenging behavior was found in people with ID and ASD. Conclusions: The prevalence of underdiagnosed mental disorders in individuals with ASD and ID is high and is associated with challenging behavior.