Insight may vary across psychosis risk syndrome (PRS), first-episode schizophrenia (FES), or multiepisode schizophrenia (MES). We aimed to compare insight domains (awareness, relabeling, and compliance) in PRS, FES, and MES groups and to correlate scores with psychopathological measures. Insight was assessed in 48 (14 PRS, 16 FES, and 18 MES) patients using the Schedule for the Assessment of Insight-Expanded Version. We conducted psychopathological assessment through the Brief Psychiatric Rating Scale (BPRS). In the whole group, the BPRS psychosis factor correlated with all insight domains. In the MES group, the more severe the anxiety/depression, the higher the insight score in the symptom relabeling domain. Insight did not differ significantly between the PRS, FES, and MES groups. Our results suggest that, across different phases of the illness, lack of insight behaves like a trait and is modulated by positive symptom severity. Anxiety and depression may be associated with increased insight in patients with chronic schizophrenia.