Studies on the relationship between personality and depressive disorders (DD) or substance use disorders (SUD) often refer to the normal personality model and focus mainly on the “big” factors. Domain level results with the Personality Inventory for DSM-5 (PID-5) tend to be consistent with NEO-PI-R or NEO-FFI results, however facet level results in the specific characteristics of these disorders are scarce. The main objective of this study was to characterize DD and SUD’s maladaptive personality traits through the PID-5. A sample of DD was compared with a sample of SUD, with a sample of other disorders, and with a community sample. A sample of the general Portuguese population (N = 693) and a heterogeneous clinical sample (N = 310) were studied. Participants responded to the PID-5 and to the Brief Symptom Inventory (BSI). Depressivity, Irresponsibility and Anhedonia were the main characteristics of DD. However, high values in Depressivity and in depressive symptomatology were present in all the clinical subsamples. Irresponsibility, Deceitfulness and Callousness were the main characteristics of SUD. The occurrence of DD, SUD or Other disorders could be predicted using multinonomial logisitic regression analysis, and PID-5 facets as independent variables. These results are in line with comorbidity data and tend to confirm the PID-5 validity.