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The comorbidity of mood disorders (MDs), represented by depression and anxiety, with chronic somatic diseases (CDs), particularly cardiometabolic conditions, poses a significant global public health challenge, markedly increasing the risk of adverse prognoses and all-cause mortality. Epidemiological studies indicate that ~36% of patients with multimorbidity exhibit psychosomatic comorbidity, with higher risk populations concentrated among females, older adults, and socioeconomically disadvantaged individuals. This review systematically analyzes the epidemiological distribution patterns of MD-CD comorbidity, with the strongest emphasis on cardiometabolic diseases-diabetes, metabolic syndrome (MetS), obesity, hypertension (HTA), and cardiovascular disease (CVD)-for which the mechanistic data are most developed, while also addressing osteoarthritis, psoriasis, inflammatory bowel disease (IBD), cancer, and neurological disorders. By integrating molecular mechanisms with clinical evidence, we highlight core pathological pathways and critically evaluate the strength of evidence supporting each: hypothalamic-pituitary-adrenal (HPA) axis dysfunction and insulin resistance (IR), substantiated by clinical data and Mendelian randomization; NLRP3 inflammasome-mediated neuroinflammation as a transdiagnostic inflammatory node; gut-brain axis dysregulation involving bile acid-GLP-1 signaling and gut-derived metabolites such as trimethylamine N-oxide (TMAO); and the kynurenine pathway (KP) as a branched metabolite axis with organ-specific consequences. Sex-specific mechanisms, particularly estrogen-regulated neuroendocrine and metabolic pathways, are identified as consistent biological modifiers of this comorbidity. A bidirectional vicious cycle underpins MD-CD comorbidity: metabolic abnormalities exacerbate limbic system dysfunction via HPA-axis hyperactivity, neuroinflammatory cascades, and disrupted gut-brain signaling, while MDs aggravate metabolic dysregulation through neuroendocrine disturbances and reduced treatment adherence.