Objective Some cognitive models of obsessive‐compulsive disorder (OCD) posit that intrusions exist on a continuum with obsessions; others consider that they may be unrelated phenomena that differ in the context where they occur. We aimed to examine and compare, at two different moments, the context of the occurrence of intrusions and obsessions. Method Sixty‐eight patients with OCD completed an interview appraising their most upsetting obsession and intrusion. Results At their onset, the obsessions/intrusions were associated with experiencing negative emotional states and life events, and they were more likely to appear in 'inappropriate' contexts. The context of the obsessions/intrusions differed the last time they were experienced. Autogenous obsessions/intrusions occurred more frequently in contexts with an indirect link. Conclusions The context distinguishes between intrusions and obsessions, not when they emerge, but when the obsession is already established. The results support that there is a continuum or progression from intrusions to obsessions.