Gene–environment interaction research in psychiatry is new, and is a natural ally of neuroscience. Mental disorders have known environmental causes, but there is heterogeneity in the response to each causal factor, which gene–environment findings attribute to genetic differences at the DNA sequence level. Such findings come from epidemiology, an ideal branch of science for showing that gene–environment interactions exist in nature and affect a significant fraction of disease cases. The complementary discipline of epidemiology, experimental neuroscience, fuels gene–environment hypotheses and investigates underlying neural mechanisms. This article discusses opportunities and challenges in the collaboration between psychiatry, epidemiology and neuroscience in studying gene–environment interactions.