Background Past research has consistently found that men are less likely to seek help for mental disorders than women. However, the reasons for this difference are not clear. This study explored whether sex differences in attitudes toward help seeking, perceived interference caused by mental disorders, and attending routine medical visits could explain sex differences in help seeking. Methods Analyses focused on 1,963 participants who met DSM‐IV diagnostic criteria for a 12‐month mood or anxiety disorder in the National Comorbidity Survey‐Replication (NCS‐R). Multiple logistic regression analyses were conducted to examine sex differences in help seeking from different types of providers after adjusting for attitudes toward help seeking, perceived interference in functioning, attending routine medical visits, and sociodemographic factors. Results While men were less likely than women to seek help from health care providers, this difference was limited to seeking care from medical doctors and informal services. Men were as likely to seek help from mental health professionals as women. Men's lower likelihood of attending routine medical visits as compared with women partially explained the sex difference in help seeking from medical doctors. In contrast, attitudes toward help seeking did not explain much of the sex differences in help seeking from medical doctors. Conclusions Efforts aimed at reducing attitudinal barriers toward treatment seeking for mental disorders may not effectively reduce the sex disparity in mental health help seeking. The results highlight the importance of encouraging men to attend routine medical visits, as medical doctors are a key gateway to mental health services.