Recent research has suggested that the shared characteristics and co-occurrence among depression, anxiety, and female sexual dysfunction may represent a shared underlying liability (i.e., the internalizing spectrum, which traditionally accounts for the overlap between depression and anxiety in psychopathology research). To date, however, whether common covariates shared by these symptom domains might instead account for the interrelationships has not been examined. Three such potential confounders include intimate relationship quality, social support, and selective serotonin reuptake inhibitor (SSRI) use. We therefore aimed to examine whether and to what extent controlling for these covariates affects the structure of an internalizing spectrum model that includes sexual problems. Participants (n = 525, mean [SD] age = 32 [11.1]) were women who participated in an online self-report survey and were in a current intimate relationship. Hierarchical exploratory structural equation models of the internalizing spectrum were compared before and after controlling for relationship quality, social support, and SSRI use and were markedly similar, indicating that the model was robust. This study provides further evidence that the internalizing spectrum can account for the relationships among depression, anxiety, and low sexual function in women, which has potential implications for diagnosis and treatment.