Background: The role of psychosocial stressors in psychiatric disorders and executive dysfunction has been reported, separately. The literature has also suggested the involvement of social support and coping strategies in these relationships. However, there is a lack of research conducted to examine the relationships among multiple stressors and neuropsychiatric comorbidities while considering the presence of social support and coping strategies. This study aims to articulate the roles of multiple psychosocial stressors, social support, and coping strategies in the subsequent occurrence of neuropsychiatric comorbidities. Methods: Data analyzed were from the 6th data collection of a large-scale, longitudinal population-based cohort from Southwest Montreal in Canada. The cumulative effects of multiple stressors were separately examined by a composite score and latent profile analysis. Multinomial logistic regression models were used to test the relationship between cumulative stressors and neuropsychiatric comorbidities. Results: A total of 210 participants were included in the analyses. The LPA identified a 2-class model for psychosocial stressors (low and high) and executive function (executive dysfunction and no executive dysfunction), respectively. There were 11.8% of participants with neuropsychiatric comorbidities. Both the composite stress score (RR = 1.08, 95%CI = 1.01–1.15) and latent stress groups (RR = 3.65, 95%CI = 1.15–11.57) were associated with neuropsychiatric comorbidities after adjusting for social support and coping strategies. The risk of developing neuropsychiatric comorbidities decreased when the level of social support was high (P < 0.05). Conclusions: Exposures to multiple stressors increased the risk of subsequent neuropsychiatric comorbidities, but the risk can be modified by a higher level of social support.