This study links different-modality indicators of RDoC constructs (self-reports, behavior, and error-related brain activity) to explore their association with internalizing and externalizing dimensions of psychopathology. Participants (N = 182; 54% female) completed a questionnaire assessing clinical problems along with self-report scales and EEG tasks mapping the following RDoC constructs: Performance Monitoring (Cognitive Systems), Inhibitory Control (Cognitive Systems), and Sustained Threat (Negative Valence Systems). Unidimensional factors containing self-reported, behavioral, and neurophysiological data were successfully extracted for each of the RDoC constructs by using a psychoneurometric approach. Subsequently, we found that RDoC-based psychoneurometric constructs of Performance Monitoring and Inhibitory Control appeared to reflect distinctive processing deviations associated with the internalizing spectrum, possibly unveiling comorbidity mechanisms across internalizing conditions. In turn, the RDoC-based psychoneurometric factor of Sustained Threat exhibited associations with both internalizing and externalizing dimensions, possibly reflecting a mechanism of comorbidity at the p-factor level and increasing the vulnerability to develop any form of psychopathology. These findings provide a new approach toward a multimethod assessment linking neurobehavioral indicators with self-reported measures and highlight that concrete RDoC constructs relate to mental health outcomes.