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Several studies have recently suggested that an abnormal processing of respiratory interoceptive and nociceptive (painful) stimuli may contribute to eating disorder (ED) pathophysiology. Mood and anxiety disorders (MA) are also characterized by abnormal respiratory symptoms, and show substantial comorbidity with ED. However, no studies have examined both respiratory and pain processing simultaneously within ED and MA. The present study systematically evaluated responses to perturbations of respiratory and nociceptive signals across the levels of physiology, behavior, and symptom report in a transdiagnostic ED sample (n = 51) that was individually matched to MA individuals (n = 51) and healthy comparisons (HC; n = 51). Participants underwent an inspiratory breath-holding challenge as a probe of respiratory interoception and a cold pressor challenge as a probe of pain processing. We expected both clinical groups to report greater stress and fear in response to respiratory and nociceptive perturbation than HCs, in the absence of differential physiological and behavioral responses. During breath-holding, both the ED and MA groups reported significantly more stress, feelings of suffocation, and suffocation fear than HC, with the ED group reporting the most severe symptoms. Moreover, anxiety sensitivity was related to suffocation fear only in the ED group. The heightened affective responses in the current study occurred in the absence of group differences in behavioral (breath hold duration, cold pressor duration) and physiological (end-tidal carbon dioxide, end-tidal oxygen, heart rate, skin conductance) responses. Against our expectations, there were no group differences in the response to cold pain stimulation. A matched-subgroup analysis focusing on individuals with anorexia nervosa (n = 30) produced similar results. These findings underscore the presence of abnormal respiratory interoception in MA and suggest that hyperreactivity to respiratory signals may be a potentially overlooked clinical feature of ED.