Effortful control (EC) or self-regulation refers to the ability to regulate behavior, emotion, and cognition. It has been identified as a contributor to both adaptive and adverse outcomes in children, adolescents, and adults and this across many domains. As such, it could be considered as a transdiagnostic dimension underlying internalizing (e.g., mood and anxiety disorders) and externalizing (e.g., substance use disorders, ADHD) psychopathology. We aimed to examine the role of EC throughout the adult psychopathological spectrum by means of a literature search of studies published between 2008 and 2018. Overall, the results point to the role of EC in the development of a broad spectrum of psychiatric diagnosis, reflecting the transdiagnostic characteristic of this construct. This role may be both directly causal or as a mediator factor influencing outcomes of a specific disorder. Early assessment of EC and early interventions to improve EC might help to avoid or decrease the risk of developing psychopathology.