Research has documented that bulimia nervosa (BN) co-occurs with a number of psychiatric disorders, such as depression, anxiety, and psychoactive substance dependence. However, a gap in the research exists as to whether sex influences the shared presence of BN and other forms of psychiatric disorder. This study investigates the comorbidity of such risk factors in 1192 opposite-sex dizygotic twin pairs and 467 same-sex (all female) dizygotic twin pairs among white individuals born in a Southeastern state after 1918. Lifetime psychiatric disorder history was evaluated by a structured psychiatric interview. Other information was gathered through self-report questionnaires. Shared risk factors between BN and generalized anxiety disorder and BN and novelty seeking were found among male participants. Significant associations were also detected for women between BN and higher body mass index (BMI), neuroticism, novelty seeking, and lifetime pathology. Results replicated previous findings of shared risk factors between BN and other disorders. These results suggest that sex may relate to differences in risk factors among those diagnosed with BN.