As the global urban population surpasses 50 %, understanding the impact of urban environments on mental health is crucial. This study examines the relationship between urbanicity and the prevalence of depression and anxiety disorders in the United Kingdom (UK; N = 449,232), New Zealand (N = 33,042), and Norway (N = 13,238). This paper addresses a central limitation of previous research, which relied on dichotomous and varying definitions of urbanicity, by employing a continuous measure of urbanicity consistently across our three samples. Results revealed country-specific patterns: in the UK, a non-linear pattern showed a minimum in semi-urban areas but increased prevalences of anxiety and depression in both urban and rural regions; in New Zealand, only urban living was linked to a higher prevalence of anxiety, while depression rates remained consistent across settings; in Norway, increased mental health problems were associated with rural residency. These relationships were robust across various sensitivity analyses. Overall, the results underscore that there is no universal association between urbanicity and mental health; rather, the urban-rural gradient operates differently across countries. Future research should seek to identify the country-specific features of urban environments that may confe explore cross-national variation in urban environments toward identifying aspects of urban life that serve as favorable versus detrimental to mental health.
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