We sought to investigate associations of cumulative social adversities in four areas (low education, unemployment, homelessness, and criminal/legal involvement) with presence of comorbid alcohol and drug use disorders among individuals in treatment for mental illnesses. Using data from 103,416 adults in mental health treatment, generalized estimating equation modified Poisson models were used to estimate increased risk of having comorbid substance use disorders based on individual and/or cumulative number of social adversities present. Controlling for effects of sex, race/ethnicity, and region (New York City vs. the rest of the State), as well as for the other social adversities, each of four social adversities was associated with presence of substance use comorbidity. Relative to having none of the social adversities, the presence of one, two, three, or four was associated with an increased prevalence ratio (PR) of having substance use comorbidity: 1.44, 2.10, 2.66, and 2.92; all p's < 0.0001. PRs were greater among female patients, and among Hispanics and those classified as other or multiracial compared with non-Hispanic Whites or non-Hispanic Blacks. Findings indicate substantial associations between four social adversities and presence of substance use comorbidity; the strength of association with the four social adversities is cumulative.