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Purpose: The objective of this study was to examine frequent mental distress (FMD) by demographics, chronic conditions, and health risk factors among Illinois adults. Design: Descriptive analyses included χ2 and pairwise t tests to examine how FMD status differed by selected characteristics and Cox proportional hazards regression analysis to examine the association between FMD and chronic conditions and risk factors. Setting: Illinois Behavioral Risk Factor Surveillance System, 2011 to 2017 (n = 37 312). Participants: Adults who self-report FMD (n = 3455) were included. Measures: Prevalence of high blood pressure, coronary heart disease, chronic obstructive pulmonary disease, arthritis, asthma, high blood cholesterol, cancer, kidney disease, stroke, diabetes, weight status, physical activity status, smoking status, and drinking status. Results: A significantly higher FMD prevalence was found among females (11.7%; 95% confidence interval [CI]: 11.1-12.4), non-Hispanic blacks (13.4, 95% CI: 11.9-15.0), adults with less than a high school degree (14.4%; 95% CI: 12.6-16.3), adults with an annual income of less than $15 000 (21.4%; 95% CI: 19.4-23.5), and adults with a disability (23.3%, 95% CI: 21.9-24.7). Adjusted prevalence of FMD was significantly higher among adults for 8 of 10 chronic conditions and 4 of 5 health risk factors studied. Conclusions: Social stigmas related to depression and anxiety may lead to the underreporting of FMD. Chronic disease management programs in Illinois should consider integrating mental health services.