The frequent occurrence of comorbidity has brought about an extensive theoretical debate in psychiatry. Why are the rates of psychiatric comorbidity so high and what are their implications for the ontological and epistemological status of comorbid psychiatric diseases? Current explanations focus either on classification choices or on causal ties between disorders. Based on empirical and philosophical arguments, we propose a conventionalist interpretation of psychiatric comorbidity instead. We argue that a conventionalist approach fits well with research and clinical practice and resolves two problems for psychiatric diseases: experimenter's regress and arbitrariness.