Prior studies on the depression-heart disease association have not usually used diagnostic measures of depression, or taken other mental disorders into consideration. As a result, it is not clear whether the association between depression and heart disease onset reflects a specific association, or the comorbidity between depression and other mental disorders. Additionally, the relative magnitude of associations of a range of mental disorders with heart disease onset is unknown. Face-to-face household surveys were conducted in 19 countries (n = 52,095; person years = 2,141,194). The Composite International Diagnostic Interview retrospectively assessed lifetime prevalence and age at onset of 16 DSM-IV mental disorders. Heart disease was indicated by self-report of physician's diagnosis, or self-report of heart attack, together with their timing (year). Survival analyses estimated associations between first onset of mental disorders and subsequent heart disease onset. After comorbidity adjustment, depression, panic disorder, specific phobia, post-traumatic stress disorder and alcohol use disorders were associated with heart disease onset (ORs 1.3–1.6). Increasing number of mental disorders was associated with heart disease in a dose–response fashion. Mood disorders and alcohol abuse were more strongly associated with earlier onset than later onset heart disease. Associations did not vary by gender. Depression, anxiety and alcohol use disorders were significantly associated with heart disease onset; depression was the weakest predictor. If confirmed in future prospective studies, the breadth of psychopathology's links with heart disease onset has substantial clinical and public health implications.