Problematic alcohol use is argued to develop according to complex system principles, where clinical phenomena emerge through a bidirectional, (non-)linear interplay between psychological symptoms, (neuro-)biological factors, and environmental components including sociodemographic determinants, for example, ethnic, religious, and socioeconomic variables. These principles can be modelled through the network perspective. Research remains uncertain how ethnic, religious, and socioeconomic variables influence and are influenced by symptoms of alcohol use disorder, and how these interactions vary between ethnic groups. To investigate these open-standing questions, we conduct an exploratory network analysis in a Bayesian framework in a large, multi-ethnic, urban sample in the Netherlands, the HELIUS study (N = 22,164). Our analyses revealed that sociodemographic factors were differentially related to alcohol use symptoms, with religion being negatively associated to binge drinking and adverse events due to drinking (e.g., feelings of guilt). Sex differences were revealed: higher education buffered against more adverse AUD symptoms for females and being employed for males. Stratifying our analyses by ethnicity, results suggested a different importance of sociodemographic determinants for alcohol use symptoms across ethnic groups; whereas for some subgroups all factors were important others showed hardly any interactions. Considering the trend of urban areas becoming increasingly diverse, our results point to the finding that sociodemographic factors are important to acknowledge for particular alcohol use symptoms. Tailored sex-specific prevention and intervention strategies should be considered and evaluated for urban ethnic minority communities.