Alcohol consumption, depression, and anxiety are conditions that have significant implications for individual well-being and public health both independently and together. Alcohol use disorders frequently co-occur with depression and anxiety disorders, with each condition exacerbating the severity and chronicity of the others. The bidirectional nature of these relationships suggests a cyclical pattern wherein alcohol misuse may serve as a maladaptive coping mechanism for individuals experiencing symptoms of depression and anxiety, while excessive alcohol consumption can precipitate or worsen these mental health conditions over time. Neurobiological mechanisms underpinning these associations include neurotransmitter system disruptions, alterations in stress response pathways, and structural changes in brain regions implicated in emotional regulation and reward processing. Moreover, psychosocial factors such as adverse childhood experiences, social isolation, and socioeconomic stressors contribute to the development and perpetuation of this comorbidity. Effective interventions for addressing these conditions include a multidimensional approach with pharmacotherapy, psychotherapy, and psychosocial support in the context of a chronic care model. Integrated treatment approach that simultaneously target substance use and mental health symptoms when there is a co-occurrence have demonstrated superior efficacy compared to standalone interventions. Preventive strategies should focus on early identification of individuals at heightened risk for developing alcohol-related mental health problems, as well as implementing policies aimed at reducing alcohol availability, promoting mental health literacy, and enhancing access to evidence-based treatment services.