Many common risk factors have been described in addictive disorders. Little is known about factors' respective contributions to discrimination of addicted and nonaddicted participants. Two large samples were compared including 513 nonpsychiatric participants and 374 addicted participants meeting the DSM-IV criteria for eating disorders, alcohol, or substance dependence. Twenty-six risk factors were assessed by interview or self-rating scales. A discriminant analysis determined the respective weight of each risk factor. One discriminant function emerged and characterized a depressive dimension. The results suggest that the different risk factors described in addiction could be related to a depressive dimension.