Extensive research has identified various social-cognitive vulnerabilities for internalizing disorders. However, few studies have assessed multiple disorders simultaneously, so it is unclear whether these vulnerabilities are transdiagnostic or specific risk factors. Their unique associations with disorders are also uncertain, given that they correlate strongly with neuroticism and one other. Psychiatric outpatients completed self-report and interview measures of six disorders (depression, generalized anxiety disorder, posttraumatic stress disorder, social anxiety, panic, obsessive-compulsive disorder), and personality (the Big Five, neuroticism facets, and four vulnerabilities: anxiety sensitivity, intolerance of uncertainty, perfectionism, experiential avoidance). All constructs were modeled as latent variables using structural equation modeling. All four vulnerabilities were closely associated with neuroticism, loading on its anxiety facet in factor analyses. Furthermore, after accounting for the contribution of neuroticism facets, intolerance of uncertainty and experiential avoidance were not uniquely associated with any disorders, and perfectionism was only related to obsessive-compulsive disorder. However, anxiety sensitivity accounted for substantial unique variance in several disorders (i.e., depression, social anxiety, posttraumatic stress disorder, and panic). We discuss theoretical and clinical implications of these results.