While anxiety and depressive disorders and suicidal behaviors (suicidal thoughts and suicide attempts) affect both sexes, women appear to be more affected than men regardless of the specific disorder. Between 2017 and 2022, the frequency of major depressive episodes and suicidal behavior increased among young adults (ages 18–24), with a sharper rise among young women. Over the 2013–2019 period, the prevalence of work-related mental distress was twice as high among women as among men and varied by occupational sector. In 2023, SOS Amitiés received over 3.5 million calls; more than 60% of the calls handled were from women. Women are more exposed than men, from a young age and throughout their lives, to risk factors that put them at risk of psychological distress. Gender inequalities in both the domestic and professional spheres are major determinants of mental health.