Ambulance nurses in prehospital emergency care must assess, treat, and triage patients with mental health issues. This study aimed to investigate the self-perceived competence of ambulance nurses in prehospital emergency care of patients with mental illness. A cross-sectional questionnaire survey was done, a question-index value (Q-IV; range: 0–1.0) was defined as a summary of the proportion of positive responses (%). Correlations of self-perceived competence with education and professional experience were also examined. Overall self-perceived competence was good (mean Q-IV, 0.80). For six of the nine questions, women rated their abilities slightly lower than men. Women rated themselves as fairly good in providing “information about types of effective help available” (Q-IV, 0.55) and in “suggesting tactics for helping a person with mental illness feel better” (Q-IV, 0.56). Men rated their competence as fairly good in “directing patients to appropriate sources of help” (Q-IV, 0.58). Self-perceived competence did not correlate with education level or professional experience. In conclusion, these results indicate that in encounters with patients who have mental illness, ambulance nurses perceive their overall competencies as good, with some sex-based differences in self-perception for specific knowledge areas. Education level and professional experience did not correlate with self-perceived competence.