We critically review the concepts of sexual addiction, sexual compulsivity, and sexual impulsivity and discuss their theoretical bases. A sample of 31 self-defined sex addicts were assessed by means of interview and questionnaires and compared with a large age-matched control group. A tendency to experience increased sexual interest in states of depression or anxiety was strongly characteristic of the sex addict group. Dissociative experiences were described by 45% of sex addicts and may have some explanatory relevance. Obsessive-compulsive mechanisms may be relevant in some cases, and the addiction concept may prove to be relevant with further research. Overall, results suggested that out of control sexual behavior results from a variety of mechanisms. We propose an alternative theoretical approach to investigating these mechanisms based on the dual control model and recent research on the relation between mood and sexuality.