In this work, we consider the existence and construction of pseudocomplements in some lattices of module classes. The classes of modules belonging to these lattices are defined via closure under operations such as taking submodules, quotients, extensions, injective hulls, direct sums or products. We characterize the rings for which the lattices R-tors (of hereditary torsion classes), R-nat (the lattice of natural classes) and R-conat (the lattice of conatural classes) coincide.