This study focuses on the influence of structural aspects of social integration (social networks and social participation outside work) on mental health (common mental disorders (CMD), that is, depression and anxiety symptoms, post‐traumatic stress disorder (PTSD) symptoms and alcohol misuse). This study examines differences in levels of social integration and associations between social integration and mental health among service leavers and personnel still in service. Data were collected from regular serving personnel (n = 6511) and regular service leavers (n = 1753), from a representative cohort study of the Armed Forces in the UK. We found that service leavers reported less social participation outside work and a general disengagement with military social contacts in comparison to serving personnel. Service leavers were more likely to report CMD and PTSD symptoms. The increased risk of CMD but not PTSD symptoms, was partially accounted for by the reduced levels of social integration among the service leavers. Maintaining social networks in which most members are still in the military is associated with alcohol misuse for both groups, but it is related to CMD and PTSD symptoms for service leavers only.