Background: Previous evidence indicates significant associations between depressive disorders and alcohol use disorder (AUD) and their strong links with social conditions. This study aims to investigate the association between major depressive episode (MDE) and AUD across various socio-economic groups.Methods: We analysed data from the 2014 Thai National Health Examination Survey containing a random sample of 13,177 adults aged >20 years from the general population. The Alcohol Use Disorder Identification Test was used to classify respondents into non-problem drinking (score 0-7), hazardous drinking (score 8-15), and harmful-dependent drinking (score 16-40). MDE was identified using questions based on the DSM-IV. Adjusted odds ratios (AOR) and 95% confidence intervals (CI) were calculated using multinomial logistic regression to determine the strength of associations between MDE as a predictor and AUD as an outcome variable across different socio-economic levels.Results: The prevalence of MDE, hazardous, and harmful-dependent drinking was 2.5%, 10.3%, and 1.9%, respectively. The association between MDE and AUD was modified by wealth index, education level and area of residence. AORs for the association between MDE and harmful-dependent drinking were high among those in the highest (AOR=8.68, 95% CI: 5.34, 14.11) and lowest (AOR=7.14, 95% CI: 3.71, 13.73) levels of wealth index but not significant among those in the middle level (AOR=1.78, 95% CI: 0.74, 4.25). Education had the strongest effect on the relationship between MDE and harmful-dependent drinking (AOR=16.0, 95% CI: 10.30, 24.90 among those completing secondary school or higher and AOR=1.44, 95% CI: 0.63, 3.33 among those completing primary school only). The association between MDE and harmful-dependent drinking was higher among people who lived in urban areas (AOR=8.50, 95% CI: 5.50, 13.13) compared to those living in rural areas (AOR=4.73, 95% CI: 3.31, 6.77).Conclusion: Socio-economic factors modify the association between alcohol use disorder and major depressive disorder among Thai people.