Different dimensions of work-family life, i.e. partnership, parenthood and employment, are likely to share similar pathways through which they potentially influence health. For example, an individual who is not employed may lack financial security, but some of this insecurity may be compensated by having a partner who is employed. We examine whether partnership, parenthood and employment status among Finnish young men and women interact in their influence on mental health, using longitudinal registry data linked to medication registries. Panel data from an 11% random sample of the population residing in Finland for the years 1995 to 2007 was used. We defined partnership as being married or cohabiting, parenthood as having at least one child younger than 18 years in the family, and employment as being employed. Mental health was measured yearly based on purchased psychotropic medication. We estimated ordinary least squares models and individual fixed effects models, that account for all time-invariant individual characteristics. Men and women aged 25 to 39 years at baseline were included. Results from the ordinary least squares model indicated that men and women who were not partnered, did not have any children in the family, or were not employed were more likely to have purchased psychotropic medication than those with a partner, with children in the family, or with employment, respectively. The ordinary least squares models also suggested significantly worse mental health among men and women who had no partner, no children in the family and no employment. However, the individual fixed effects models - that account for all time-invariant individual characteristics - seem to indicate that these effects are largely, but not fully, driven by selection.