The relationship between mental disorders and chronic physical conditions is well established, but the possibility of ethnic group differences in mental-physical associations has seldom been investigated. This study investigated ethnic differences in associations between four physical conditions (chronic pain, cardiovascular disease, diabetes, and respiratory disease) and 12-month mood and anxiety disorders. A nationally representative face-to-face household survey was carried out in New Zealand from 2003 to 2004 with 12,992 participants aged 16 and older, achieving a response rate of 73.3%. The current study is of the subsample of 7,435 participants who were assessed for chronic physical conditions (via a standard checklist), and compares Maori, Pacific and Other New Zealanders. DSM-IV mental disorders were measured with the Composite International Diagnostic Interview (CIDI 3.0). The ethnic groups differed significantly in prevalences of both physical and mental disorders, but almost no ethnic differences in mental-physical associations were found. Independent of ethnicity, associations were observed between chronic pain and mood and anxiety disorders, cardiovascular disease and anxiety disorders, respiratory disease and mood and anxiety disorders. Despite differences in mental and physical health status between ethnic groups in New Zealand, mental-physical disorder associations occur with considerable consistency across the groups. These results suggest that whatever factors are conducive to the development of a mental disorder from a physical disorder (or vice versa), they are either unaffected by the cultural differences manifest in these ethnic groups, or, any cultural factors operating serve to both increase and decrease comorbidity such that they cancel each other out.