It is well-established that neuroticism, extraversion, and conscientiousness are individually associated with internalizing disorders, but research suggests that these main effects may be qualified by a three-way interaction when predicting depression. The current study was the first to examine this three-way interaction in a psychiatric sample (N = 463) with a range of internalizing symptoms as the outcomes. Using two omnibus personality inventories and a diagnostic interview, the expected three-way interaction emerged most consistently for symptoms of major depression, and there was also evidence of synergistic effects for post-traumatic stress disorder and generalized anxiety disorder. Findings indicate that, even in a clinically-distressed and currently-disordered sample, high levels of extraversion and conscientiousness protect against distress disorders for those with high levels of neuroticism.