In longitudinal and cross-sectional studies, depression and anxiety have been associated with urinary incontinence (UI) in women. However, this association has not been studied in men. Utilizing data from the 2008 Turkish Health Studies Survey conducted by the Turkish Statistical Institute, we analyzed 13,830 participants aged 15 years and above. We investigated the association of UI with psychological discomfort in both sexes using multivariable logistic regression. High psychological discomfort significantly correlated with UI in males (OR 2.30, 95% CI 1.43–3.71) and females (OR 2.78, 95% CI 1.80–4.29). Anxiety increased UI likelihood in females (OR 2.36, 95% CI 1.61–3.46) and males (OR 2.37, 95% CI 1.10–5.13). Depression related significantly to UI in females (OR 2.54, 95% CI 1.81–3.58) but not males (OR 1.63, 95% CI 0.71–3.76). Antidepressant and anxiolytic use was not significantly related to UI in either gender. Anxiety and psychological discomfort contribute to UI in both genders. While depression significantly correlates with UI in females, it does not show the same magnitude and significance in males. Antidepressant and anxiolytic use did not significantly influence the association. These findings underscore the psychological distress-UI link, advocating a holistic approach for managing UI in individuals with mental health conditions.