In the United Kingdom (UK) the prison population has increased by around one third since the turn of the millennium amid growing concern over the correctional mission of prisons, the number of prisoners exhibiting mental health difficulties and high levels of recidivism. This study aims to explore the relationship between 'imported' (pre-prison) factors and prisoner mental health status. Prisoners (N = 756) from two UK prisons completed an established measure of mental health (General Health Questionnaire: GHQ-12) and a bespoke survey on pre-prison characteristics and experiences (for example, dispositions, childhood abuse, substance misuse, learning difficulties and employment). Prevalence of mental health difficulties was high, with 40.3% reaching the 'caseness' threshold. Binary logistic regression and odds ratio analyses were used to explore the ability of imported factors to predict mental health 'caseness' and the direction of influence. Collectively, the imported factors correctly predicted the caseness category of 76.5% of participants (p < .001). Pre-prison dispositions proved to be strong predictors of caseness as did childhood sexual abuse and learning difficulties at school. We found the direction of influence of three imported factors differed from all others: unemployment, prior experience of prison and a history of substance misuse. These three factors are associated with a lower rate of mental health caseness. It is of concern that, on release, these same factors are likely to militate against re-integration into society. Imported factors can serve as powerful predictors of 'within-prison' mental health status, but practitioners need to be cognisant of the relative importance and direction of influence of factors, as evidenced by these findings.