Sexual dysfunctions have not been included in research on the broad structure of psychopathology to date, despite their high prevalence and impact on quality of life. Preliminary research has shown that they may fit well in an internalizing spectrum, alongside depressive and anxiety disorders. This study compared dimensional and categorical models of the relationships between depression, anxiety, and sexual problems with “hybrid” models (i.e., factor mixture analyses), which combine dimensional and categorical components simultaneously. Participants (n = 1000) were selectively recruited to include a range of symptom levels, and completed a series of self-report measures online. A hybrid model that combined dimensional and categorical components fit best for men and women. Taken together, the results are consistent with a nosology that explicitly recognizes the relationships between the diagnostic chapters of depressive and anxiety disorders and sexual dysfunctions, but still maintains discrete diagnoses, which is compatible with the structure of the DSM-5 and upcoming ICD-11.