The extant literature defines the young individuals engaged in neither employment nor education or training program as “NEET”. This study investigates the relationship between being NEET and the probability of having mental health disorders among youth in Turkey. We conducted a bivariate probit model with selection by utilizing data from the Turkish Health Surveys (THS) of 2014, 2016, and 2019. The results indicate that the probability of being NEET increases with age, being women and married. In addition, the parents' education and wealth statutes are found to be important determinants of a young individual’s NEET status. The value of the correlation coefficient (1.69) in the probit model indicates that there is a positive association between being NEET and experiencing mental health disorders and that some unobserved factors (i.e., access to mental health services, psychosocial support, cultural factors) are positively related to experiencing mental health disorders. We conclude that the circumstances causing young people to be unemployed also tend to make them have mental health disorders, but unemployed NEET with higher levels of education are less likely to experience mental health disorders.