Psychiatric disorders are common in many neurological disorders, including epilepsy, migraine, Alzheimer’s disease, Parkinson’s disease, essential tremor, and stroke. These comorbidities increase disease burden and may complicate the treatment of the combined disorders. Initial studies of the comorbidity of psychiatric and neurological disorders were cross-sectional, and time order of the associations was impossible to elucidate. More recent work has clarified time associations between psychiatric disorders and neurological disorders, particularly in epilepsy and stroke where epidemiological evidence suggests that there is a bidirectional relationship. This article takes an epidemiological approach to understanding these relationships and focuses mostly on epilepsy. Although, these relationships are understood in many neurological disorders, routine screening for psychiatric disorders in neurological disorders is infrequent, mostly due to the lack of partnerships between psychiatrists and neurologists and the paucity of neuropsychiatrists. Much more needs to be done to improve the detection and treatment of patients affected by neurological and psychiatric disorders. Understanding the scope of this overlap may inspire collaborations to improve the lives of people affected by both disorders.