Neuroeconomics is a discipline aimed at investigating the neural substrate of decision-making using, along an interdisciplinary way, research methods and information deriving from economics, cognitive and social psychology, and neuroscience. The combination of economic game theory and neuroscience has the potential to better describe the interactions of social, psychological and neural factors that may underlie mental illnesses. These concepts will allow a description of psychopathological disorders as deviation from optimal functioning. Neuroeconomic models can lead to identify quantitative phenotypes that will allow for further investigations in individuals with mental disorders. In this paper evidences from the interaction between neuroeconomics and psychiatry are reported, supporting the utility of economic concepts such as under ambiguity/risk and social decision making to psychiatric research, in order to improve diagnostic classification and therapy eventually.