It is thought to affect about 3% to 6% of the population. Dysthymia, like depression, can affect both genders and people of all ages, although it is more common among females, and onset in childhood and adolescence is particularly common. In childhood and adolescence, in particular, the condition is more common in boys (8% for boys and 5% for girls).

Dysthymia often co-occurs with other mental illnesses such as major depression, anxiety disorders and substance abuse.