For all major mental disorders there are many factors that, in combination and through multiple pathways, increase or decrease the risk of onset. These include, to varying degrees, genetic and environmental factors. This chapter provides an introduction, from an epidemiological perspective, to the study of gene–environment interaction. It begins by providing a working definition of gene–environment interaction, rooted in a sufficient causes framework, and then considers, in turn, the prominent puzzles and challenges, including the statistical modelling of interaction, the main study designs (including strengths and weaknesses), measurement of environmental exposures, and required sample sizes. The chapter concludes with a consideration of the implications of recent advances in genetics for studies of gene–environment interaction.