Objectives: Older women report lower mental health compared to men, yet little is known about the nature of this sex difference. Therefore, this study investigates time trends and possible risk groups. Method: Data from the Doetinchem Cohort Study (DCS) and the Longitudinal Aging Study Amsterdam (LASA) were used. General mental health was assessed every 5 years, from 1995 to 1998 onwards (DCS, n ¼ 1412, 20-year follow-up, baseline age 55-64 years). Depressive and anxiety symptoms were assessed for two birth cohorts, from 1992/1993 onwards (LASA cohort 1, n ¼ 967, 24-year follow-up, age 55-65 years,) and 2002/2003 onwards (LASA cohort 2, n ¼ 1002, 12year follow-up, age 55-65 years) with follow-up measurements every 3-4 years. Results: Mixed model analyses showed that older women had a worse general mental health (À6.95; À8.36 to 5.53; range 0-100, $10% lower), more depressive symptoms (2.09; 1.53-2.63; range 0-60, $30% more) and more anxiety symptoms (0.86; 0.54-1.18; range 0-11, $30% more) compared to men. These sex differences remained stable until the age of 75 years, where after they decreased due to an accelerated decline in mental health for men compared to women. Sex differences and their course by age were consistent over successive birth cohorts, educational levels and ethnic groups (Caucasian vs. Turkish/Moroccan). Conclusion: There is a consistent female disadvantage in mental health across different sociodemographic groups and over decennia (1992 vs. 2002) with no specific risk groups.