Background: The aim of the study was to identify and characterize groups with poor mental health defined by the SF-12 Mental Component Summary (MCS-12) scale. Methods: The study is based on the Danish Health and Morbidity Survey 2005 and includes 10,082 participants (16 years or older). Data were analysed by means of logistic regression models. Results: Men and women with poor mental health are characterized by being single, having a long-term illness, not being able to rely on help from others in case of illness and by feeling that family and friends demand too much of them. Men with poor mental health were further characterized by being a heavy smoker, and having a BMI below 25. Women with poor mental health were further characterized by being 16–44 years old and sedentary in leisure time. Conclusions: The prevalence of poor mental health is higher among women than men, and different factors characterize men and women with poor mental health. The present findings support the notion that both socio-demographics and lifestyle factors are independently related with poor mental health. We suggest taking into account all these areas of life when planning activities to prevent poor mental health and when promoting mental health.