Background and aimsWhether alcohol‐related DNA methylation has a causal effect on psychiatric disorders has not been investigated. Furthermore, a comprehensive investigation into the causal relationship and underlying mechanisms linking alcohol consumption and psychiatric disorders has been lacking. This study aimed to evaluate the causal effect of general alcohol intake and pathological drinking behaviors on psychiatric disorders, alcohol‐associated DNA methylation on gene expression and psychiatric disorders, and gene expression on psychiatric disorders.DesignTwo‐sample design Mendelian randomization (MR) analysis. Various sensitivity and validation analyses, including colocalization analysis, were conducted to test the robustness of the results.SettingGenome‐wide association study (GWAS) data mainly from GWAS and Sequencing Consortium of Alcohol and Nicotine use (GSCAN), Genetics of DNA Methylation Consortium (GoDMC) and Psychiatric Genomics Consortium (PGC) with European ancestry.ParticipantsThe GWAS summary data on general alcohol intake (drinks per week, n = 941 280), pathological drinking behaviors (including alcohol use disorder [AUD, n = 313 959] and problematic alcohol use [PAU, n = 435 563]) and psychiatric disorders (including schizophrenia, major depressive disorder and bipolar disorder, n = 51 710–500 199) were included. Alcohol‐related DNA methylation CpG sites (n = 9643) and mQTL data from blood (n = 27 750) and brain (n = 1160), BrainMeta v2 and GTEx V8 eQTL summary data (n = 73–2865) were also included.MeasurementsGenetic variants were selected as instrumental variables for exposures, including drinks per week, AUD, PAU, alcohol‐related DNA methylation CpG sites (mQTL) and genes selected (eQTL).FindingsPathological drinking behaviors were associated with an increased risk of psychiatric disorders after removing outliers or controlling for alcohol consumption. MR analysis identified 10 alcohol‐related CpG sites with colocalization evidence that were causally associated with psychiatric disorders (P = 1.65 × 10−4–7.52 × 10−22). Furthermore, the expression of genes (RERE, PTK6, GATAD2B, COG8, PDF and GAS5) mapped to these CpG sites in the brain, led by the cortex, were significantly associated with psychiatric disorders (P = 1.19 × 10−2–3.51 × 10−7).ConclusionsPathological drinking behavior and alcohol‐related DNA methylation appear to have a causal effect on psychiatric disorders. The expression of genes regulated by the alcohol‐related DNA methylation sites may underpin this association.