Introduction: Mental health is essential for overall well-being, but it is affected by disorders such as depression and anxiety, which are highly prevalent both globally and regionally. The prevalence of these disorders has risen due to factors such as the SARS-CoV-2 pandemic, lack of adequate investment in mental health care, and the implementation of low-impact strategies. Objective: To establish the social determinants of health associated with the self-perception of sadness, depression, and/or anxiety in people in Colombia. Materials and methods: Using the DESOSA81 tool, a quantitative, cross-sectional study with a correlational phase was conducted with 2,725 participants from the five regions of the Colombian mainland. Data were collected through a digital survey and analyzed using Jamovi software to perform univariate, bivariate, and multivariate analyses (logistic regression). Results: Heterogeneity was found in the predictive determinants between regions. The Amazon presented the regression model with the highest prediction (R2N = 0.650), while Orinoco had the lowest (R2N = 0.503). Conclusion: Among the social determinants associated with a greater risk of sadness, depression, and anxiety, those found to have a significant influence on emotional self-perception are female gender, stress, support networks, and social cohesion. Stress management and interpersonal relationship programs, comprehensive family care strategies, and community support should be strengthened. Furthermore, public policies should adopt comprehensive approaches that go beyond the biomedical paradigm.