Background Little is known about whether or how offenders use mental health services after sentence completion. Aim This study aimed to determine the likelihood of such service use by adult (18–44 years) first‐time offenders up to 5 years after sentence completion and possible predictor variables. Methods Pre‐sentence and post‐sentence mental health service use was obtained from whole‐population linked administrative data on 23,661 adult offenders. Cox proportional hazard models were used to determine which socio‐demographic, offending and pre‐sentence health service variables were associated with such post‐sentence service use. Results The estimated 5‐year probability of any post‐sentence mental health service use was 12% for offenders who had not previously used such services, but still only 42% for those who had. For the latter, best predictors of post‐sentence use were past psychiatric diagnosis and history of self‐harm; history of self‐harm also predicted post‐sentence use among new mental health services users and so also did past physical illness. Indigenous offenders had a greater likelihood of service use for any mental disorder or for substance use disorders than non‐Indigenous offenders, irrespective of pre‐sentence use. Among those with pre‐sentence service contact, imprisoned offenders were less likely to use mental health services after sentence than those under community penalties; in its absence, socio‐economic disadvantage and geographic accessibility were associated with greater likelihood of post‐sentence use. Conclusions Our findings highlight the discontinuity of mental healthcare for most sentenced offenders, but especially prisoners, and suggest a need for better management strategies for these vulnerable groups with mental disorders. Copyright © 2014 John Wiley & Sons, Ltd.