The aim of this study is to determine the prevalence of people with mental health problems in Spain and their association with socioeconomic, health and work variables. This is a cross-sectional study with data from the National Health Survey of Spain including 29,476 non-institutionalized people between 16 and 64 years of age. The screening instrument of mental health problems used is the General Health Questionnaire (GHQ-12). Descriptive analyses were performed, and logistic regression was used to verify the association between the prevalence of mental health problems and independent variables, by calculating odds ratios (OR) and the confidence interval. The prevalence of mental health problems is higher in women (24.6%) than in men (14.7%). The variables associated with an increased prevalence of mental health problems are being separated or divorced, being an immigrant from a developing country (men OR 1.3; women OR 1.5), having little social support (men OR 3.6; women OR 3.3), being unemployed or on sick leave, having chronic diseases, and being restricted or severely restricted in one's daily activities because of a health problem (men OR 7.5; women OR 7.1). These results allow the identification of the most vulnerable population groups and may be useful to design interventions.