Objective Studies exploring neurophysiological correlates of main psychiatric disorders have commonly used event-related potentials (ERP) during a visual or an auditory oddball task. The main results concern modulations of the P3b amplitude and/or latency. The present study aims to increase the clinical sensitivity of these P3b modulations by using a more ecological oddball design, using synchronized pairs of audio-visual emotional stimuli. Method Two groups of healthy participants, one composed of controls and the other of students displaying anxious and depressive tendencies completed visual, auditory and audio-visual (cross-modal) oddball tasks, in which they had to detect deviant happy and sad stimuli among neutral ones as quickly as possible. Behavioral performance and P3b ERP data were analyzed. Results Subjects displaying anxious and depressive tendencies exhibited lower P3b amplitude than the controls, but only in the cross-modal oddball task. Conclusions Although the two groups of subjects differed in their levels of co-morbid anxiety and depression, unimodal visual and auditory oddball tasks did not allow us to detect this difference by P3b amplitude modulations, but the cross-modal task did. Significance These results suggest that a cross-modal oddball design should be used in future studies to increase the sensitivity of the P300 amplitude differences between healthy participants and those with clinical symptoms.