The Diagnostic and Statistical Manual of Mental Disorders (DSM; 5th ed.) reassignment of gambling disorder as an addictive disorder alongside the substance-related addictive disorders encourages research into their shared etiologies. The aims of this study were to examine: (a) the associations of Big Five personality dimensions with alcohol, nicotine, cannabis, and gambling disorders, (b) the comorbidity between these disorders, (c) the extent to which common personality underpinnings explain comorbidity, (d) whether results differed for men and women, and (e) the magnitude of personality differences corresponding to the 4 disorders. Participants were 3,785 twins and siblings (1.365 men, 2,420 women; M-age = 32 years, range = 21-46 years) from the Australian Twin Registry who completed psychiatric interviews and Big Five personality inventories. The personality profile of high neuroticism, low agreeableness, and low conscientiousness was associated with all 4 addictive disorders. All but 1 of the pairwise associations between the disorders were significant. After accounting for Big Five traits, the associations were attenuated to varying degrees but remained significant. The results were generally similar for men and women. The results suggest that the Big Five traits of neuroticism, agreeableness, and conscientiousness are associated with the general propensity to develop an addictive disorder and may in part explain their co-occurrence; however, they may be more broadly associated with the propensity for any psychiatric disorder. The effect sizes of the personality associations suggest that the diagnosis of gambling disorder as operationalized by the DSM may be more severe than the other addictive disorders. Calibration of the diagnosis of gambling disorder to the other addictive disorders may be warranted.