Automatic detection of psychological disorders has gained significant attention in recent years due to the rise in prevalence. However, the majority of studies have overlooked the complexity of disorders in favor of a “present/not present” dichotomy in representing disorders. Recent psychological re search challenges favors transdiagnostic approaches, moving beyond general disorder classifications to symptom level analysis, as symptoms are often not exclusive to individual disorder classes. In our study, we investigated the link between speech signals and psychological distress symptoms in a corpus of 333 screening interviews from the Distress Analysis Interview Corpus (DAIC). Given the semi-structured organization of interviews, we aggregated speech utterances from responses to shared questions across interviews. We employed deterministic sample selection in classification to rank salient questions for eliciting symptom specific behaviors in order to predict symptom presence. Some questions include “Do you find therapy helpful?” and “When was the last time you felt happy?”. The prediction results align closely to the factor structure of psychological distress symptoms, linking speech behaviors primarily to somatic and affective alterations in both depression and PTSD. This lends support for the transdiagnostic validity of speech markers for detecting such symptoms. Surprisingly, we did not find a strong link between speech markers and cognitive or psychomotor alterations. This is surprising, given the complexity of motor and cognitive actions required in speech production. The results of our analysis highlight the importance of aligning affective computing research with psychological research to investigate the use of automatic behavioral sensing to assess psychiatric risk.